-13.0%
MDB vs VICR
+52.1%
-65.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -15.1% | +7.8% | -6.1% |
| 7D | -20.9% | -34.6% | +13.7% | -18.6% |
| 30D | -15.6% | -54.9% | +39.3% | -12.8% |
| 3M | -19.1% | -38.3% | +19.3% | -16.8% |
| 6M | +14.2% | -49.2% | +63.4% | +16.3% |
| YTD | -27.4% | +23.3% | -50.7% | -38.1% |
| 1Y | -13.0% | +42.4% | -55.4% | -30.0% |
| All | -13.0% | +52.1% | -65.1% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling