+43.5%
MLM vs VICR
+47.8%
-4.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.3% | +0.7% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -6.8% | -13.9% | +7.1% | -5.8% |
| 3M | -11.2% | -38.4% | +27.2% | -8.5% |
| 6M | -21.8% | -7.2% | -14.6% | -23.8% |
| YTD | -17.0% | +72.0% | -89.0% | -24.4% |
| 1Y | -16.4% | +263.3% | -279.7% | -30.5% |
| 3Y | +14.5% | +173.3% | -158.8% | -6.3% |
| All | +43.5% | +47.8% | -4.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling