+297.0%
MXL vs VICR
+76.0%
+221.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -11.1% | 0.0% | -4.4% |
| 7D | -24.3% | -26.6% | +2.2% | -8.8% |
| 30D | -46.1% | -47.9% | +1.8% | -21.0% |
| 3M | -21.8% | -29.8% | +7.9% | -5.2% |
| 6M | -27.2% | -36.6% | +9.4% | -4.8% |
| YTD | +226.2% | +45.1% | +181.0% | +183.2% |
| 1Y | +297.0% | +80.0% | +217.0% | +186.4% |
| All | +297.0% | +76.0% | +221.0% | +186.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling