+148.8%
MPWR vs VICR
+201.6%
-52.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.3% |
| 7D | -0.6% | +9.8% | -10.5% | -3.8% |
| 30D | -13.1% | -12.6% | -0.5% | -9.6% |
| 3M | -21.7% | -29.7% | +8.0% | -14.2% |
| 6M | +19.5% | +18.8% | +0.7% | +6.4% |
| YTD | +34.9% | +76.4% | -41.5% | +3.9% |
| 1Y | +42.0% | +282.4% | -240.4% | -18.6% |
| 3Y | +148.8% | +206.2% | -57.4% | +38.3% |
| All | +148.8% | +201.6% | -52.8% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling