+16.4%
MMM vs VICR
+52.1%
-35.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.1% | +11.9% | -2.7% |
| 7D | +5.9% | -34.6% | +40.5% | +7.2% |
| 30D | +14.7% | -54.9% | +69.6% | +17.6% |
| 3M | +3.6% | -38.3% | +41.9% | +4.4% |
| 6M | +32.7% | -49.2% | +81.9% | +33.3% |
| YTD | +18.9% | +23.3% | -4.3% | +11.3% |
| 1Y | +16.4% | +42.4% | -26.0% | +7.4% |
| All | +16.4% | +52.1% | -35.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling