+3.0%
MCHP vs VYM
+77.5%
-74.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.3% |
| 7D | 0.0% | -0.8% | +0.8% | +1.7% |
| 30D | -6.0% | -2.2% | -3.8% | -1.8% |
| 3M | -19.7% | +3.1% | -22.8% | -24.1% |
| 6M | +14.0% | +9.7% | +4.3% | -3.6% |
| YTD | +18.4% | +14.9% | +3.5% | -8.4% |
| 1Y | +17.1% | +17.6% | -0.5% | -12.8% |
| 3Y | +0.7% | +65.3% | -64.6% | -56.8% |
| All | +3.0% | +77.5% | -74.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling