-21.9%
MCD vs VICR
-8.0%
-13.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.2% |
| 7D | -2.8% | +0.4% | -3.3% | -2.8% |
| 30D | -6.0% | -13.9% | +7.9% | -6.6% |
| 3M | -5.6% | -38.4% | +32.8% | -7.4% |
| 6M | -21.9% | -7.2% | -14.6% | -24.8% |
| All | -21.9% | -8.0% | -13.8% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling