+953.6%
VRT vs MCHP
+5.4%
+948.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | -2.7% | -9.8% | +7.1% | +3.5% |
| 3M | -9.2% | -19.7% | +10.5% | +3.4% |
| 6M | -0.5% | +13.6% | -14.1% | -8.1% |
| YTD | +62.3% | +16.5% | +45.8% | +46.8% |
| 1Y | +109.6% | +15.7% | +93.9% | +88.3% |
| 3Y | +573.1% | 0.0% | +573.1% | +518.9% |
| 5Y | +953.6% | +4.4% | +949.2% | +764.1% |
| All | +953.6% | +5.4% | +948.3% | +764.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling