+2,874.5%
V vs MCHP
+638.6%
+2,236.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -1.1% | +2.8% | -3.8% | -2.0% |
| 30D | +1.9% | -12.8% | +14.7% | +6.6% |
| 3M | +15.5% | -19.2% | +34.7% | +21.3% |
| 6M | +16.6% | +14.5% | +2.1% | +6.3% |
| YTD | +5.7% | +17.1% | -11.4% | -5.1% |
| 1Y | +8.6% | +15.3% | -6.8% | -3.2% |
| 3Y | +52.5% | +0.5% | +52.0% | +30.2% |
| 5Y | +67.1% | +6.1% | +61.0% | +31.1% |
| 10Y | +376.8% | +192.2% | +184.6% | +93.2% |
| All | +2,874.5% | +638.6% | +2,236.0% | +522.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MCHP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling