+171.7%
MPC vs VICR
+201.6%
-29.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.2% |
| 7D | +3.9% | +9.8% | -6.0% | +3.4% |
| 30D | +33.8% | -12.6% | +46.4% | +34.5% |
| 3M | +49.9% | -29.7% | +79.5% | +51.4% |
| 6M | +80.9% | +18.8% | +62.1% | +73.2% |
| YTD | +147.4% | +76.4% | +71.0% | +126.7% |
| 1Y | +123.2% | +282.4% | -159.2% | +89.0% |
| 3Y | +171.7% | +206.2% | -34.5% | +128.4% |
| All | +171.7% | +201.6% | -29.9% | +128.4% |
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 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