-11.9%
MDB vs VICR
+345.4%
-357.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | -1.0% | -9.7% | +8.7% | +0.1% |
| 30D | -14.0% | -39.2% | +25.3% | -8.9% |
| 3M | -20.3% | -22.6% | +2.2% | -18.7% |
| 6M | +10.9% | -37.0% | +47.8% | +12.1% |
| YTD | -20.9% | +47.5% | -68.4% | -34.4% |
| 1Y | -11.2% | +75.0% | -86.2% | -29.0% |
| 3Y | -11.9% | +343.0% | -354.9% | -49.7% |
| All | -11.9% | +345.4% | -357.3% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling