+206.2%
MLM vs VICR
+1,556.9%
-1,350.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.3% | +0.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -6.8% | -13.9% | +7.1% | -5.3% |
| 3M | -11.2% | -38.4% | +27.2% | -7.2% |
| 6M | -21.8% | -7.2% | -14.6% | -24.5% |
| YTD | -17.0% | +72.0% | -89.0% | -27.3% |
| 1Y | -16.4% | +263.3% | -279.7% | -35.6% |
| 3Y | +14.5% | +173.3% | -158.8% | -13.6% |
| 5Y | +41.7% | +47.3% | -5.6% | +10.3% |
| All | +206.2% | +1,556.9% | -1,350.6% | +33.4% |
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