+631.9%
MCHP vs VYM
+484.2%
+147.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.3% |
| 7D | -2.1% | -1.9% | -0.2% | +0.2% |
| 30D | -11.1% | -2.6% | -8.5% | -8.2% |
| 3M | -18.1% | +3.6% | -21.7% | -21.3% |
| 6M | +10.8% | +8.7% | +2.1% | +0.9% |
| YTD | +14.2% | +14.1% | +0.1% | -1.9% |
| 1Y | +13.5% | +17.8% | -4.4% | -5.8% |
| 3Y | -2.0% | +64.5% | -66.5% | -42.6% |
| 5Y | +1.4% | +77.5% | -76.1% | -43.7% |
| 10Y | +195.5% | +206.1% | -10.7% | -1.2% |
| All | +631.9% | +484.2% | +147.7% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling