+379.1%
V vs MCHP
+207.0%
+172.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.1% |
| 7D | -1.2% | 0.0% | -1.3% | -1.3% |
| 30D | +3.1% | -6.0% | +9.1% | +4.6% |
| 3M | +16.3% | -19.7% | +36.0% | +21.2% |
| 6M | +20.4% | +14.0% | +6.3% | +12.1% |
| YTD | +6.3% | +18.4% | -12.2% | -2.6% |
| 1Y | +8.7% | +17.1% | -8.4% | -1.0% |
| 3Y | +53.3% | +0.7% | +52.6% | +36.1% |
| 5Y | +71.1% | +5.1% | +66.0% | +42.5% |
| All | +379.1% | +207.0% | +172.1% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling