-24.5%
MDB vs VICR
+46.6%
-71.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.8% |
| 7D | -4.5% | +1.3% | -5.8% | -5.0% |
| 30D | -14.0% | -11.9% | -2.0% | -12.3% |
| 3M | +5.3% | -35.1% | +40.5% | +12.4% |
| 6M | +31.9% | +8.1% | +23.7% | +15.9% |
| YTD | -14.6% | +67.8% | -82.4% | -35.3% |
| 1Y | +8.2% | +267.3% | -259.1% | -37.1% |
| 3Y | -5.0% | +191.2% | -196.2% | -46.5% |
| 5Y | -24.5% | +48.1% | -72.6% | -44.3% |
| All | -24.5% | +46.6% | -71.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling