+8,144.1%
MDT vs VICR
+11,731.3%
-3,587.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -0.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +2.8% | -11.9% | +14.7% | +3.7% |
| 3M | +13.1% | -35.1% | +48.2% | +16.0% |
| 6M | +2.3% | +8.1% | -5.8% | -2.0% |
| YTD | -2.7% | +67.8% | -70.5% | -11.4% |
| 1Y | +0.9% | +267.3% | -266.4% | -16.0% |
| 3Y | +26.8% | +191.2% | -164.4% | +3.6% |
| 5Y | -19.5% | +48.1% | -67.5% | -33.1% |
| 10Y | +40.6% | +1,546.1% | -1,505.5% | -14.5% |
| All | +8,144.1% | +11,731.3% | -3,587.2% | +3,040.0% |
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