+53.1%
MMM vs VICR
+1,679.8%
-1,626.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.9% | 0.0% |
| 7D | -2.1% | +5.0% | -7.1% | -2.7% |
| 30D | -9.8% | -12.5% | +2.6% | -8.8% |
| 3M | +4.9% | -33.6% | +38.5% | +8.3% |
| 6M | +7.3% | +10.7% | -3.3% | +2.0% |
| YTD | +4.5% | +80.6% | -76.1% | -7.5% |
| 1Y | +5.4% | +288.4% | -283.0% | -16.4% |
| 3Y | +98.6% | +213.8% | -115.2% | +54.4% |
| 5Y | +27.4% | +58.8% | -31.5% | +1.6% |
| All | +53.1% | +1,679.8% | -1,626.6% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling