+210.4%
MGY vs VICR
+958.3%
-748.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -1.1% |
| 7D | +3.5% | +5.0% | -1.4% | +2.9% |
| 30D | +5.3% | -12.5% | +17.7% | +6.5% |
| 3M | +2.6% | -33.6% | +36.2% | +5.9% |
| 6M | -3.3% | +10.7% | -14.0% | -9.2% |
| YTD | +29.2% | +80.6% | -51.4% | +11.5% |
| 1Y | +18.0% | +288.4% | -270.3% | -10.5% |
| 3Y | +30.0% | +213.8% | -183.8% | -4.0% |
| 5Y | +92.7% | +58.8% | +33.8% | +48.1% |
| All | +210.4% | +958.3% | -748.0% | +84.5% |
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 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