+270.8%
MXL vs VICR
+1,203.5%
-932.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -1.9% |
| 7D | +16.6% | -0.4% | +17.0% | +16.7% |
| 30D | +0.5% | -15.6% | +16.0% | +7.1% |
| 3M | -3.6% | -35.4% | +31.7% | +16.8% |
| 6M | +328.0% | +1.3% | +326.7% | +329.8% |
| YTD | +297.8% | +62.5% | +235.4% | +234.7% |
| 1Y | +339.4% | +255.5% | +84.0% | +175.7% |
| 3Y | +201.7% | +182.0% | +19.7% | +89.6% |
| 5Y | +32.8% | +42.9% | -10.1% | -10.0% |
| 10Y | +274.8% | +1,494.0% | -1,219.2% | +6.5% |
| All | +270.8% | +1,203.5% | -932.7% | -8.9% |
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