+37.0%
MDT vs VICR
+1,679.8%
-1,642.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.9% | -1.5% |
| 7D | -3.4% | +5.0% | -8.4% | -3.8% |
| 30D | +0.2% | -12.5% | +12.7% | +0.9% |
| 3M | +14.3% | -33.6% | +47.9% | +16.3% |
| 6M | +4.0% | +10.7% | -6.7% | -0.4% |
| YTD | -3.7% | +80.6% | -84.2% | -12.3% |
| 1Y | -0.4% | +288.4% | -288.7% | -16.5% |
| 3Y | +23.3% | +213.8% | -190.5% | +1.4% |
| 5Y | -18.9% | +58.8% | -77.7% | -31.5% |
| All | +37.0% | +1,679.8% | -1,642.8% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling