+56.4%
VICR vs MTCH
-73.3%
+129.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.8% | +10.5% |
| 7D | +5.0% | +1.3% | +3.7% | +4.3% |
| 30D | -12.5% | +15.9% | -28.4% | -19.1% |
| 3M | -33.6% | +23.3% | -56.9% | -41.0% |
| 6M | +10.7% | +40.1% | -29.5% | -8.0% |
| YTD | +80.6% | +33.6% | +47.0% | +52.7% |
| 1Y | +288.4% | +14.1% | +274.3% | +254.7% |
| 3Y | +213.8% | +1.4% | +212.4% | +189.6% |
| All | +56.4% | -73.3% | +129.6% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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