+1,181.4%
MET vs VICR
+1,002.2%
+179.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | +1.1% | +9.8% | -8.7% | -0.9% |
| 30D | -2.3% | -12.6% | +10.3% | -0.2% |
| 3M | +13.9% | -29.7% | +43.6% | +18.7% |
| 6M | +34.8% | +18.8% | +16.0% | +20.4% |
| YTD | +23.5% | +76.4% | -52.8% | -0.4% |
| 1Y | +23.4% | +282.4% | -259.0% | -18.4% |
| 3Y | +64.9% | +206.2% | -141.3% | +4.2% |
| 5Y | +82.0% | +53.9% | +28.1% | +18.9% |
| 10Y | +244.4% | +1,572.3% | -1,328.0% | +5.2% |
| All | +1,181.4% | +1,002.2% | +179.1% | +207.1% |
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