+81.7%
VRT vs MCHP
+13.2%
+68.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.7% | -4.4% |
| 7D | -7.7% | -2.1% | -5.6% | -6.5% |
| 30D | -12.0% | -11.1% | -0.8% | -5.5% |
| 3M | -11.7% | -18.1% | +6.4% | +0.5% |
| 6M | -8.1% | +10.8% | -18.9% | -11.0% |
| YTD | +53.2% | +14.2% | +39.0% | +48.2% |
| 1Y | +81.7% | +13.5% | +68.2% | +76.9% |
| All | +81.7% | +13.2% | +68.5% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling