-1.5%
MCD vs VICR
+201.6%
-203.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | +0.1% |
| 7D | -2.0% | +9.8% | -11.9% | -1.9% |
| 30D | -6.1% | -12.6% | +6.5% | -6.3% |
| 3M | -7.3% | -29.7% | +22.4% | -7.7% |
| 6M | -20.9% | +18.8% | -39.8% | -21.6% |
| YTD | -14.7% | +76.4% | -91.0% | -15.4% |
| 1Y | -16.1% | +282.4% | -298.5% | -16.9% |
| 3Y | -1.5% | +206.2% | -207.7% | -1.4% |
| All | -1.5% | +201.6% | -203.1% | -1.4% |
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 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