+0.7%
MCHP vs VICR
+209.3%
-208.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.5% | +0.8% |
| 7D | 0.0% | +5.0% | -4.9% | -1.3% |
| 30D | -6.0% | -12.5% | +6.4% | -3.3% |
| 3M | -19.7% | -33.6% | +13.9% | -12.4% |
| 6M | +14.0% | +10.7% | +3.4% | +6.7% |
| YTD | +18.4% | +80.6% | -62.1% | -3.2% |
| 1Y | +17.1% | +288.4% | -271.3% | -23.2% |
| 3Y | +0.7% | +213.8% | -213.1% | -34.5% |
| All | +0.7% | +209.3% | -208.6% | -34.5% |
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 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