+942.1%
MDB vs VICR
+562.7%
+379.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.8% |
| 7D | +6.8% | +8.3% | -1.5% | +4.6% |
| 30D | -6.2% | -35.2% | +29.0% | +3.7% |
| 3M | -29.2% | -29.8% | +0.6% | -25.0% |
| 6M | +10.3% | -48.6% | +58.9% | +20.5% |
| YTD | -20.4% | +45.1% | -65.5% | -39.7% |
| 1Y | -4.8% | +79.6% | -84.4% | -32.6% |
| 3Y | -11.6% | +335.4% | -347.0% | -58.7% |
| 5Y | -41.0% | -1.0% | -40.0% | -60.1% |
| All | +942.1% | +562.7% | +379.4% | +293.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling