+1,607.5%
MPWR vs VICR
+1,501.2%
+106.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.3% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -15.4% | -15.6% | +0.2% | -10.8% |
| 3M | -19.4% | -35.4% | +16.0% | -8.6% |
| 6M | +12.7% | +1.3% | +11.5% | +5.4% |
| YTD | +31.3% | +62.5% | -31.1% | +2.2% |
| 1Y | +39.7% | +255.5% | -215.8% | -20.4% |
| 3Y | +142.2% | +182.0% | -39.8% | +35.5% |
| 5Y | +149.0% | +42.9% | +106.1% | +55.2% |
| All | +1,607.5% | +1,501.2% | +106.3% | +438.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling