+64.0%
MNST vs VICR
+345.4%
-281.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.7% |
| 7D | -3.9% | -9.7% | +5.8% | -3.8% |
| 30D | +3.9% | -39.2% | +43.1% | +4.4% |
| 3M | -0.8% | -22.6% | +21.8% | -0.9% |
| 6M | +5.1% | -37.0% | +42.0% | +4.9% |
| YTD | +18.3% | +47.5% | -29.2% | +15.7% |
| 1Y | +29.5% | +75.0% | -45.5% | +26.3% |
| 3Y | +64.0% | +343.0% | -278.9% | +55.3% |
| All | +64.0% | +345.4% | -281.4% | +55.3% |
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 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