+1,542.6%
MPWR vs VCIT
+28.8%
+1,513.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.4% |
| 7D | -1.7% | +0.1% | -1.8% | -2.0% |
| 30D | -16.5% | +1.9% | -18.4% | -19.0% |
| 3M | -12.3% | -1.4% | -10.8% | -10.6% |
| 6M | -27.7% | -2.1% | -25.6% | -25.4% |
| YTD | +32.0% | -1.6% | +33.6% | +35.4% |
| 1Y | +25.1% | -0.9% | +26.0% | +27.0% |
| 3Y | +146.5% | +20.0% | +126.5% | +93.3% |
| 5Y | +126.0% | +3.1% | +122.9% | +107.7% |
| All | +1,542.6% | +28.8% | +1,513.8% | +1,473.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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