+153.5%
MLM vs VICR
+1,187.5%
-1,034.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.3% | -8.8% | +1.1% |
| 7D | -3.8% | -6.5% | +2.7% | -3.4% |
| 30D | +11.0% | -38.5% | +49.5% | +16.4% |
| 3M | -3.1% | -26.1% | +23.0% | -1.8% |
| 6M | -9.8% | -36.2% | +26.5% | -9.2% |
| YTD | -14.4% | +49.2% | -63.5% | -25.2% |
| 1Y | -12.6% | +87.0% | -99.6% | -26.2% |
| 3Y | +19.7% | +350.4% | -330.7% | -18.2% |
| 5Y | +29.8% | +3.7% | +26.1% | +5.6% |
| 10Y | +153.5% | +1,084.9% | -931.3% | +30.5% |
| All | +153.5% | +1,187.5% | -1,034.0% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling