+1,049.8%
MDB vs VICR
+685.6%
+364.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -5.5% |
| 7D | -17.4% | +0.4% | -17.9% | -17.7% |
| 30D | -2.0% | -13.9% | +11.9% | +0.8% |
| 3M | -3.0% | -38.4% | +35.4% | +6.0% |
| 6M | +48.7% | -7.2% | +55.9% | +35.1% |
| YTD | -12.1% | +72.0% | -84.2% | -34.7% |
| 1Y | +14.5% | +263.3% | -248.8% | -34.6% |
| 3Y | -6.1% | +173.3% | -179.4% | -47.3% |
| 5Y | -27.3% | +47.3% | -74.6% | -55.3% |
| All | +1,049.8% | +685.6% | +364.2% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling