+3,109.1%
MPC vs VICR
+956.1%
+2,152.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.3% | -6.7% | +2.9% |
| 7D | -9.4% | -6.5% | -2.9% | -8.7% |
| 30D | -14.3% | -38.5% | +24.2% | -8.8% |
| 3M | +31.1% | -26.1% | +57.2% | +33.7% |
| 6M | +60.3% | -36.2% | +96.5% | +61.8% |
| YTD | +142.5% | +49.2% | +93.3% | +104.6% |
| 1Y | +104.6% | +87.0% | +17.6% | +65.2% |
| 3Y | +191.7% | +350.4% | -158.7% | +83.9% |
| 5Y | +549.2% | +3.7% | +545.5% | +398.7% |
| 10Y | +1,106.2% | +1,084.9% | +21.4% | +375.4% |
| All | +3,109.1% | +956.1% | +2,152.9% | +1,348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling