+97.9%
MMM vs VICR
+187.3%
-89.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.5% |
| 7D | -2.6% | +1.3% | -3.8% | -2.7% |
| 30D | -9.3% | -11.9% | +2.6% | -8.5% |
| 3M | +5.6% | -35.1% | +40.7% | +8.3% |
| 6M | +9.5% | +8.1% | +1.3% | +4.4% |
| YTD | +4.1% | +67.8% | -63.6% | -6.4% |
| 1Y | +9.4% | +267.3% | -257.9% | -11.6% |
| All | +97.9% | +187.3% | -89.4% | +63.9% |
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 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