+339.0%
MCK vs VICR
+57.6%
+281.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.1% | +0.5% |
| 7D | -2.9% | +5.0% | -7.9% | -2.7% |
| 30D | +0.4% | -12.5% | +12.9% | +0.1% |
| 3M | +12.1% | -33.6% | +45.7% | +11.2% |
| 6M | -5.4% | +10.7% | -16.1% | -5.2% |
| YTD | +7.8% | +80.6% | -72.8% | +9.4% |
| 1Y | +22.9% | +288.4% | -265.4% | +27.1% |
| 3Y | +110.7% | +213.8% | -103.1% | +120.2% |
| All | +339.0% | +57.6% | +281.4% | +365.2% |
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