+2,723.0%
VRT vs MCHP
+87.3%
+2,635.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +2.9% | +3.6% |
| 7D | +9.1% | +1.7% | +7.4% | +8.2% |
| 30D | +0.9% | -4.1% | +5.0% | +2.2% |
| 3M | -13.4% | -22.5% | +9.1% | -1.9% |
| 6M | +11.7% | +7.3% | +4.4% | +8.1% |
| YTD | +73.2% | +18.4% | +54.9% | +59.6% |
| 1Y | +123.4% | +18.1% | +105.3% | +104.4% |
| 3Y | +606.2% | -2.8% | +609.0% | +572.7% |
| 5Y | +899.9% | +5.5% | +894.4% | +805.6% |
| All | +2,723.0% | +87.3% | +2,635.8% | +1,869.7% |
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