+1,788.2%
MPWR vs VCIT
+31.0%
+1,757.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.7% |
| 7D | +16.8% | -1.4% | +18.2% | +19.3% |
| 30D | +11.9% | +0.6% | +11.3% | +10.7% |
| 3M | +2.2% | -2.2% | +4.4% | +5.4% |
| 6M | -15.5% | -2.3% | -13.2% | -12.5% |
| YTD | +54.2% | -2.2% | +56.4% | +59.5% |
| 1Y | +51.5% | -1.4% | +52.8% | +54.9% |
| 3Y | +180.2% | +18.7% | +161.5% | +122.5% |
| 5Y | +156.8% | +3.6% | +153.2% | +135.7% |
| All | +1,788.2% | +31.0% | +1,757.2% | +1,725.5% |
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