+71.6%
VZ vs MCHP
+140.4%
-68.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.5% |
| 7D | +0.9% | -17.5% | +18.5% | +1.9% |
| 30D | +8.9% | -15.8% | +24.8% | +9.8% |
| 3M | +0.1% | -22.9% | +23.0% | +1.3% |
| 6M | +1.9% | -36.6% | +38.5% | +4.0% |
| YTD | +22.0% | -0.8% | +22.9% | +20.2% |
| 1Y | +22.1% | +16.5% | +5.6% | +18.7% |
| 3Y | +58.7% | -13.6% | +72.3% | +54.9% |
| 5Y | +22.3% | -17.0% | +39.3% | +17.9% |
| 10Y | +71.6% | +137.7% | -66.0% | +43.2% |
| All | +71.6% | +140.4% | -68.7% | +43.2% |
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