+9.1%
MDB vs VICR
+293.8%
-284.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.2% | -14.3% | -3.2% |
| 7D | -1.8% | +5.0% | -6.7% | -1.8% |
| 30D | -17.3% | -12.5% | -4.8% | -17.1% |
| 3M | +2.2% | -33.6% | +35.8% | +2.5% |
| 6M | +33.9% | +10.7% | +23.2% | +26.9% |
| YTD | -13.7% | +80.6% | -94.3% | -21.6% |
| 1Y | +9.1% | +288.4% | -279.3% | -7.1% |
| All | +9.1% | +293.8% | -284.7% | -7.1% |
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 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