+2,397.0%
VRT vs MCHP
+80.7%
+2,316.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.7% | -4.7% |
| 7D | -7.7% | -2.1% | -5.6% | -6.7% |
| 30D | -12.0% | -11.1% | -0.8% | -6.7% |
| 3M | -11.7% | -18.1% | +6.4% | -2.5% |
| 6M | -8.1% | +10.8% | -18.9% | -12.3% |
| YTD | +53.2% | +14.2% | +39.0% | +43.7% |
| 1Y | +81.7% | +13.5% | +68.2% | +69.6% |
| 3Y | +535.3% | -2.0% | +537.3% | +504.4% |
| 5Y | +916.4% | +1.4% | +915.0% | +838.2% |
| All | +2,397.0% | +80.7% | +2,316.3% | +1,673.3% |
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