-34.6%
MP vs VICR
+76.0%
-110.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -11.1% | +6.1% | -1.8% |
| 7D | -12.5% | -26.6% | +14.0% | -4.6% |
| 30D | -23.3% | -47.9% | +24.6% | -8.4% |
| 3M | -24.4% | -29.8% | +5.4% | -19.7% |
| 6M | -45.8% | -36.6% | -9.1% | -43.4% |
| YTD | -28.9% | +45.1% | -74.1% | -51.7% |
| 1Y | -34.6% | +80.0% | -114.6% | -61.1% |
| All | -34.6% | +76.0% | -110.6% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling