+29.3%
MNST vs VICR
+65.4%
-36.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -4.7% | +21.9% | -26.6% | -4.6% |
| 30D | +5.2% | -38.4% | +43.6% | +5.5% |
| 3M | -0.9% | -27.2% | +26.3% | -1.0% |
| 6M | +6.1% | -43.7% | +49.8% | +6.3% |
| YTD | +18.9% | +50.3% | -31.4% | +16.2% |
| 1Y | +29.3% | +74.6% | -45.2% | +28.1% |
| All | +29.3% | +65.4% | -36.1% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling