+2,460.4%
MAR vs VICR
+708.0%
+1,752.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.7% |
| 7D | -0.5% | +1.3% | -1.7% | -0.8% |
| 30D | -4.7% | -11.9% | +7.3% | -3.0% |
| 3M | -15.6% | -35.1% | +19.5% | -11.4% |
| 6M | +1.2% | +8.1% | -6.9% | -5.7% |
| YTD | +7.5% | +67.8% | -60.3% | -8.7% |
| 1Y | +26.6% | +267.3% | -240.7% | -8.4% |
| 3Y | +66.0% | +191.2% | -125.3% | +16.5% |
| 5Y | +154.1% | +48.1% | +106.0% | +84.5% |
| 10Y | +441.9% | +1,546.1% | -1,104.3% | +121.0% |
| All | +2,460.4% | +708.0% | +1,752.4% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling