+127.0%
MP vs VICR
+262.0%
-135.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.7% | -3.8% | +2.7% |
| 7D | -10.5% | -23.1% | +12.6% | -4.5% |
| 30D | -23.5% | -48.1% | +24.5% | -10.8% |
| 3M | -25.4% | -32.8% | +7.4% | -20.5% |
| 6M | -51.3% | -47.6% | -3.7% | -46.0% |
| YTD | -29.9% | +34.0% | -63.9% | -39.9% |
| 1Y | -31.8% | +65.0% | -96.8% | -44.4% |
| 3Y | +127.0% | +277.1% | -150.1% | +15.3% |
| All | +127.0% | +262.0% | -135.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling