+19.3%
MLM vs VICR
+262.0%
-242.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.6% | -2.3% |
| 7D | -4.1% | -23.1% | +19.0% | -3.0% |
| 30D | +8.2% | -48.1% | +56.2% | +11.5% |
| 3M | -3.6% | -32.8% | +29.3% | -2.7% |
| 6M | -15.6% | -47.6% | +32.0% | -14.5% |
| YTD | -16.4% | +34.0% | -50.4% | -22.0% |
| 1Y | -14.3% | +65.0% | -79.3% | -21.4% |
| 3Y | +19.3% | +277.1% | -257.8% | -5.7% |
| All | +19.3% | +262.0% | -242.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling