+1,166.2%
MPC vs VICR
+1,016.5%
+149.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | +9.4% | +21.9% | -12.5% | +6.5% |
| 30D | -13.4% | -38.4% | +24.9% | -8.7% |
| 3M | +18.9% | -27.2% | +46.0% | +21.3% |
| 6M | +64.9% | -43.7% | +108.6% | +69.9% |
| YTD | +156.8% | +50.3% | +106.5% | +120.5% |
| 1Y | +113.2% | +74.6% | +38.6% | +78.3% |
| 3Y | +201.8% | +351.2% | -149.4% | +99.5% |
| 5Y | +601.4% | +2.5% | +598.9% | +470.6% |
| All | +1,166.2% | +1,016.5% | +149.7% | +495.5% |
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 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