+1,925.8%
MRVL vs VICR
+1,679.8%
+246.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.2% | -7.1% | +0.1% |
| 7D | +5.6% | +5.0% | +0.6% | +3.6% |
| 30D | +8.8% | -12.5% | +21.2% | +13.0% |
| 3M | -15.9% | -33.6% | +17.7% | -3.9% |
| 6M | +161.3% | +10.7% | +150.6% | +144.4% |
| YTD | +178.2% | +80.6% | +97.7% | +114.2% |
| 1Y | +255.3% | +288.4% | -33.1% | +101.8% |
| 3Y | +323.1% | +213.8% | +109.3% | +139.2% |
| 5Y | +293.2% | +58.8% | +234.4% | +145.7% |
| All | +1,925.8% | +1,679.8% | +246.0% | +674.2% |
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