+199.5%
MCHP vs VYM
+209.2%
-9.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.6% |
| 7D | 0.0% | -0.8% | +0.8% | +1.4% |
| 30D | -6.0% | -2.2% | -3.8% | -2.5% |
| 3M | -19.7% | +3.1% | -22.8% | -23.3% |
| 6M | +14.0% | +9.7% | +4.3% | -0.6% |
| YTD | +18.4% | +14.9% | +3.5% | -4.0% |
| 1Y | +17.1% | +17.6% | -0.5% | -7.9% |
| 3Y | +0.7% | +65.3% | -64.6% | -50.3% |
| 5Y | +5.1% | +78.7% | -73.6% | -52.1% |
| All | +199.5% | +209.2% | -9.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling