+1,065.8%
MDB vs VICR
+641.9%
+423.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +5.1% |
| 7D | -2.8% | -0.4% | -2.4% | -2.9% |
| 30D | -14.9% | -15.6% | +0.7% | -12.0% |
| 3M | +7.3% | -35.4% | +42.7% | +15.6% |
| 6M | +38.2% | +1.3% | +36.9% | +22.8% |
| YTD | -10.9% | +62.5% | -73.4% | -33.0% |
| 1Y | +11.6% | +255.5% | -243.8% | -36.1% |
| 3Y | -0.9% | +182.0% | -182.9% | -45.3% |
| 5Y | -23.5% | +42.9% | -66.4% | -52.7% |
| All | +1,065.8% | +641.9% | +423.9% | +337.5% |
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 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