+433.8%
MAR vs VICR
+1,679.8%
-1,245.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | +0.2% |
| 7D | -0.5% | +5.0% | -5.5% | -1.3% |
| 30D | -5.4% | -12.5% | +7.1% | -4.1% |
| 3M | -15.5% | -33.6% | +18.1% | -12.5% |
| 6M | +3.0% | +10.7% | -7.7% | -3.2% |
| YTD | +8.5% | +80.6% | -72.1% | -6.1% |
| 1Y | +26.0% | +288.4% | -262.4% | -4.5% |
| 3Y | +68.6% | +213.8% | -145.2% | +24.8% |
| 5Y | +157.4% | +58.8% | +98.5% | +97.5% |
| All | +433.8% | +1,679.8% | -1,245.9% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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