+23.4%
MCD vs VICR
+7.1%
+16.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.6% |
| 7D | -1.9% | +5.7% | -7.6% | -1.9% |
| 30D | +16.6% | -35.2% | +51.8% | +16.6% |
| 3M | +0.9% | -20.3% | +21.2% | +0.8% |
| 6M | +1.5% | -46.3% | +47.8% | +1.4% |
| YTD | -8.3% | +53.4% | -61.7% | -10.3% |
| 1Y | -8.1% | +81.6% | -89.7% | -10.4% |
| 3Y | +10.3% | +360.5% | -350.2% | +4.0% |
| 5Y | +23.4% | +4.4% | +19.0% | +14.5% |
| All | +23.4% | +7.1% | +16.3% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling