+55.4%
MPC vs VICR
-41.6%
+97.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.3% | -6.7% | +4.5% |
| 7D | -9.4% | -6.5% | -2.9% | -9.5% |
| 30D | -14.3% | -38.5% | +24.2% | -15.4% |
| 3M | +31.1% | -26.1% | +57.2% | +30.4% |
| All | +55.4% | -41.6% | +97.0% | +52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling