+49.7%
MMM vs VICR
+3.0%
+46.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +7.0% | -9.7% | +16.6% | +7.6% |
| 30D | +18.4% | -39.2% | +57.6% | +22.7% |
| 3M | +4.5% | -22.6% | +27.1% | +5.2% |
| 6M | +33.4% | -37.0% | +70.4% | +34.3% |
| YTD | +20.0% | +47.5% | -27.6% | +8.7% |
| 1Y | +15.0% | +75.0% | -60.0% | +2.2% |
| 3Y | +165.0% | +343.0% | -178.0% | +104.5% |
| All | +49.7% | +3.0% | +46.8% | +11.1% |
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