+40.4%
MXL vs VICR
+57.6%
-17.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.2% | -3.6% | +3.2% |
| 7D | +18.9% | +5.0% | +13.9% | +16.5% |
| 30D | +0.3% | -12.5% | +12.8% | +5.6% |
| 3M | -8.0% | -33.6% | +25.6% | +10.2% |
| 6M | +341.2% | +10.7% | +330.6% | +334.4% |
| YTD | +327.8% | +80.6% | +247.3% | +255.6% |
| 1Y | +364.9% | +288.4% | +76.5% | +196.1% |
| 3Y | +229.2% | +213.8% | +15.4% | +107.6% |
| All | +40.4% | +57.6% | -17.2% | +7.3% |
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