+1,098.3%
MPC vs VICR
+1,054.9%
+43.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -8.8% | -9.7% | +0.8% | -7.8% |
| 30D | -14.4% | -39.2% | +24.8% | -9.5% |
| 3M | +21.9% | -22.6% | +44.5% | +23.3% |
| 6M | +60.1% | -37.0% | +97.1% | +61.7% |
| YTD | +142.3% | +47.5% | +94.8% | +108.6% |
| 1Y | +101.7% | +75.0% | +26.7% | +68.5% |
| 3Y | +184.8% | +343.0% | -158.2% | +88.7% |
| 5Y | +564.6% | +3.9% | +560.7% | +437.1% |
| 10Y | +1,098.3% | +1,034.6% | +63.7% | +468.3% |
| All | +1,098.3% | +1,054.9% | +43.5% | +468.3% |
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 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