+18.5%
MLM vs VICR
+175.6%
-157.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.3% | +0.8% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | -6.8% | -13.9% | +7.1% | -6.2% |
| 3M | -11.2% | -38.4% | +27.2% | -9.3% |
| 6M | -21.8% | -7.2% | -14.6% | -23.5% |
| YTD | -17.0% | +72.0% | -89.0% | -22.4% |
| 1Y | -16.4% | +263.3% | -279.7% | -26.7% |
| All | +18.5% | +175.6% | -157.0% | +3.6% |
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