+26.5%
MLM vs VICR
-1.1%
+27.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -0.9% | +8.3% | -9.2% | -1.5% |
| 30D | +9.0% | -35.2% | +44.2% | +12.0% |
| 3M | -5.6% | -29.8% | +24.3% | -4.3% |
| 6M | -10.7% | -48.6% | +37.9% | -8.2% |
| YTD | -17.2% | +45.1% | -62.3% | -24.5% |
| 1Y | -14.2% | +79.6% | -93.8% | -23.6% |
| 3Y | +15.6% | +335.4% | -319.8% | -11.8% |
| All | +26.5% | -1.1% | +27.6% | +4.6% |
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 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