+3,101.0%
MPC vs VICR
+1,117.9%
+1,983.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.6% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | +31.0% | -13.9% | +44.9% | +33.4% |
| 3M | +46.0% | -38.4% | +84.4% | +54.1% |
| 6M | +77.3% | -7.2% | +84.5% | +68.8% |
| YTD | +141.9% | +72.0% | +69.9% | +104.2% |
| 1Y | +120.9% | +263.3% | -142.4% | +60.0% |
| 3Y | +182.7% | +173.3% | +9.4% | +100.4% |
| 5Y | +646.4% | +47.3% | +599.1% | +442.8% |
| 10Y | +1,138.7% | +1,495.2% | -356.4% | +370.3% |
| All | +3,101.0% | +1,117.9% | +1,983.1% | +1,345.4% |
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 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