+205.9%
MCD vs VICR
+1,071.4%
-865.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.8% |
| 7D | -1.9% | +5.7% | -7.6% | -2.2% |
| 30D | +16.6% | -35.2% | +51.8% | +18.2% |
| 3M | +0.9% | -20.3% | +21.2% | +1.0% |
| 6M | +1.5% | -46.3% | +47.8% | +2.5% |
| YTD | -8.3% | +53.4% | -61.7% | -13.7% |
| 1Y | -8.1% | +81.6% | -89.7% | -14.5% |
| 3Y | +10.3% | +360.5% | -350.2% | -6.7% |
| 5Y | +23.4% | +4.4% | +19.0% | +14.7% |
| 10Y | +205.9% | +1,055.3% | -849.4% | +125.4% |
| All | +205.9% | +1,071.4% | -865.5% | +125.4% |
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