+453.7%
MP vs VICR
+170.9%
+282.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.8% |
| 7D | +3.0% | +9.8% | -6.8% | +0.3% |
| 30D | +8.3% | -12.6% | +20.9% | +11.7% |
| 3M | -3.8% | -29.7% | +25.9% | +3.8% |
| 6M | -4.9% | +18.8% | -23.8% | -13.5% |
| YTD | +9.6% | +76.4% | -66.8% | -11.4% |
| 1Y | -11.7% | +282.4% | -294.1% | -44.5% |
| 3Y | +158.5% | +206.2% | -47.7% | +56.5% |
| 5Y | +68.9% | +53.9% | +15.0% | +16.5% |
| All | +453.7% | +170.9% | +282.8% | +266.2% |
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