+65.8%
MAR vs VICR
+178.2%
-112.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.5% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -5.7% | -15.6% | +9.9% | -4.6% |
| 3M | -14.6% | -35.4% | +20.7% | -12.6% |
| 6M | +1.3% | +1.3% | +0.1% | -2.9% |
| YTD | +6.7% | +62.5% | -55.8% | -3.6% |
| 1Y | +26.4% | +255.5% | -229.0% | +2.9% |
| All | +65.8% | +178.2% | -112.5% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling