+61.1%
VZ vs MCHP
+191.8%
-130.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +0.2% | +2.8% | -2.5% | +0.1% |
| 30D | +7.1% | -12.8% | +20.0% | +8.0% |
| 3M | +12.8% | -19.2% | +32.0% | +13.9% |
| 6M | +1.8% | +14.5% | -12.7% | 0.0% |
| YTD | +30.0% | +17.1% | +12.9% | +27.2% |
| 1Y | +24.3% | +15.3% | +9.0% | +21.5% |
| 3Y | +84.3% | +0.5% | +83.8% | +78.8% |
| 5Y | +25.9% | +6.1% | +19.8% | +19.2% |
| 10Y | +61.1% | +192.2% | -131.2% | +22.8% |
| All | +61.1% | +191.8% | -130.7% | +22.8% |
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