+16.7%
MCHPP vs VT
+36.5%
-19.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | -0.8% |
| 7D | -16.5% | +0.4% | -16.8% | -16.7% |
| 30D | -15.9% | -2.6% | -13.3% | -10.7% |
| 3M | -23.6% | -3.2% | -20.3% | -17.6% |
| 6M | -33.3% | +0.9% | -34.3% | -32.9% |
| YTD | -2.8% | +11.3% | -14.1% | -19.7% |
| 1Y | +8.6% | +14.0% | -5.4% | -14.9% |
| All | +16.7% | +36.5% | -19.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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