+1,758.4%
MRVL vs VICR
+546.2%
+1,212.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | +7.1% | +9.8% | -2.7% | +3.6% |
| 30D | +3.1% | -12.6% | +15.7% | +7.4% |
| 3M | -21.9% | -29.7% | +7.8% | -12.0% |
| 6M | +151.8% | +18.8% | +133.0% | +128.7% |
| YTD | +165.6% | +76.4% | +89.3% | +103.9% |
| 1Y | +242.3% | +282.4% | -40.1% | +91.9% |
| 3Y | +308.2% | +206.2% | +102.0% | +128.6% |
| 5Y | +280.4% | +53.9% | +226.5% | +140.6% |
| 10Y | +1,832.5% | +1,572.3% | +260.2% | +351.0% |
| All | +1,758.4% | +546.2% | +1,212.2% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling