+278.0%
MRVL vs VICR
+42.6%
+235.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.3% | -2.3% |
| 7D | +8.7% | -0.4% | +9.1% | +8.8% |
| 30D | +6.9% | -15.6% | +22.5% | +12.8% |
| 3M | -10.1% | -35.4% | +25.2% | +4.8% |
| 6M | +143.4% | +1.3% | +142.2% | +134.8% |
| YTD | +167.5% | +62.5% | +105.0% | +110.9% |
| 1Y | +239.0% | +255.5% | -16.5% | +91.1% |
| 3Y | +311.0% | +182.0% | +129.0% | +131.3% |
| 5Y | +278.0% | +42.9% | +235.1% | +129.3% |
| All | +278.0% | +42.6% | +235.4% | +129.3% |
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 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