+9.7%
MCD vs VICR
+361.4%
-351.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.5% |
| 7D | -1.9% | +5.7% | -7.6% | -1.7% |
| 30D | +16.6% | -35.2% | +51.8% | +15.7% |
| 3M | +0.9% | -20.3% | +21.2% | +0.7% |
| 6M | +1.5% | -46.3% | +47.8% | +0.8% |
| YTD | -8.3% | +53.4% | -61.7% | -9.1% |
| 1Y | -8.1% | +81.6% | -89.7% | -9.0% |
| All | +9.7% | +361.4% | -351.7% | +6.3% |
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