+181.3%
MCD vs VICR
+1,508.7%
-1,327.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.7% |
| 7D | -2.9% | +1.3% | -4.1% | -2.9% |
| 30D | -6.7% | -11.9% | +5.2% | -6.4% |
| 3M | -9.6% | -35.1% | +25.6% | -8.5% |
| 6M | -22.3% | +8.1% | -30.4% | -24.3% |
| YTD | -15.4% | +67.8% | -83.2% | -20.1% |
| 1Y | -16.8% | +267.3% | -284.1% | -25.5% |
| 3Y | -2.4% | +191.2% | -193.6% | -13.7% |
| 5Y | +19.4% | +48.1% | -28.7% | +7.7% |
| 10Y | +181.3% | +1,546.1% | -1,364.8% | +104.6% |
| All | +181.3% | +1,508.7% | -1,327.4% | +104.6% |
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