+1,174.7%
MPC vs VICR
+1,508.7%
-333.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.1% |
| 7D | +3.2% | +1.3% | +2.0% | +3.0% |
| 30D | +25.0% | -11.9% | +37.0% | +26.8% |
| 3M | +55.2% | -35.1% | +90.3% | +61.5% |
| 6M | +86.4% | +8.1% | +78.3% | +74.3% |
| YTD | +148.5% | +67.8% | +80.7% | +113.9% |
| 1Y | +121.7% | +267.3% | -145.6% | +65.1% |
| 3Y | +172.9% | +191.2% | -18.3% | +97.6% |
| 5Y | +679.9% | +48.1% | +631.8% | +489.8% |
| 10Y | +1,174.7% | +1,546.1% | -371.4% | +391.4% |
| All | +1,174.7% | +1,508.7% | -333.9% | +391.4% |
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