+176.6%
MPWR vs VICR
+7.1%
+169.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.0% | +4.9% | +7.6% |
| 7D | +17.3% | +5.7% | +11.6% | +15.4% |
| 30D | +12.1% | -35.2% | +47.3% | +27.9% |
| 3M | +5.6% | -20.3% | +25.9% | +10.7% |
| 6M | -10.7% | -46.3% | +35.6% | +3.6% |
| YTD | +64.0% | +53.4% | +10.6% | +29.9% |
| 1Y | +55.9% | +81.6% | -25.6% | +16.6% |
| 3Y | +199.5% | +360.5% | -161.1% | +48.7% |
| 5Y | +176.6% | +4.4% | +172.2% | +126.0% |
| All | +176.6% | +7.1% | +169.5% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling