+1,934.0%
VRT vs MCHP
+55.7%
+1,878.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +10.5% | +5.7% | +4.8% | +7.7% |
| 30D | -9.3% | -13.4% | +4.1% | -2.3% |
| 3M | -29.6% | -20.1% | -9.5% | -20.9% |
| 6M | -45.4% | -35.5% | -9.8% | -32.2% |
| YTD | +24.8% | -1.6% | +26.4% | +26.5% |
| 1Y | +23.6% | +15.5% | +8.1% | +15.8% |
| 3Y | +379.7% | -13.2% | +392.8% | +387.0% |
| 5Y | +660.3% | -17.5% | +677.8% | +673.7% |
| All | +1,934.0% | +55.7% | +1,878.3% | +1,461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling