+2,725.2%
MMM vs VICR
+12,032.4%
-9,307.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | -0.5% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -7.0% | -13.9% | +6.9% | -5.7% |
| 3M | +10.8% | -38.4% | +49.2% | +15.2% |
| 6M | +5.8% | -7.2% | +13.0% | +3.0% |
| YTD | +6.8% | +72.0% | -65.3% | -4.0% |
| 1Y | +10.4% | +263.3% | -252.9% | -10.0% |
| 3Y | +104.7% | +173.3% | -68.6% | +65.1% |
| 5Y | +23.6% | +47.3% | -23.7% | +1.1% |
| 10Y | +54.1% | +1,495.2% | -1,441.1% | -10.4% |
| All | +2,725.2% | +12,032.4% | -9,307.2% | +1,033.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling