Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MCO vs VICR✓SelectedUSD · VICRMCO vs VICR performance historyLatest closeAs of-1.52%09/10
Stock and ETF performance explorer

MCO vs VICR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,173.7%
VICR return
+1,371.5%
Excess return
+5,802.2%
Maximum drawdown
-78.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVICRExcessAlpha
1D-1.5%-3.2%+1.6%-1.0%
7D-7.3%-0.4%-6.9%-7.3%
30D-1.7%-15.6%+13.9%+0.3%
3M+3.9%-35.4%+39.3%+8.3%
6M+3.8%+1.3%+2.5%-2.0%
YTD-7.9%+62.5%-70.4%-20.3%
1Y-6.8%+255.5%-262.3%-30.3%
3Y+40.9%+182.0%-141.1%+2.3%
5Y+27.5%+42.9%-15.4%-4.2%
10Y+381.4%+1,494.0%-1,112.6%+123.5%
All+7,173.7%+1,371.5%+5,802.2%+2,646.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling