+33.0%
MMM vs VICR
-40.0%
+73.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.2% | -0.3% |
| 7D | -2.6% | +5.7% | -8.3% | -2.6% |
| 30D | +17.4% | -35.2% | +52.6% | +17.7% |
| 3M | +3.6% | -20.3% | +23.9% | +3.4% |
| 6M | +33.0% | -46.3% | +79.3% | +33.3% |
| All | +33.0% | -40.0% | +73.0% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling