-20.7%
MDLN vs VICR
+103.8%
-124.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | +0.5% |
| 7D | -11.1% | +5.0% | -16.1% | -11.1% |
| 30D | -8.4% | -12.5% | +4.1% | -8.5% |
| 3M | -12.4% | -33.6% | +21.2% | -13.2% |
| 6M | -23.3% | +10.7% | -33.9% | -25.9% |
| YTD | -22.5% | +80.6% | -103.1% | -17.8% |
| All | -20.7% | +103.8% | -124.5% | -13.5% |
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 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