+50.9%
MNST vs VICR
+187.3%
-136.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.6% |
| 7D | -3.6% | +1.3% | -4.8% | -3.6% |
| 30D | -6.3% | -11.9% | +5.7% | -6.1% |
| 3M | -5.0% | -35.1% | +30.2% | -4.3% |
| 6M | +13.1% | +8.1% | +5.0% | +11.6% |
| YTD | +11.8% | +67.8% | -56.0% | +9.2% |
| 1Y | +35.2% | +267.3% | -232.1% | +29.8% |
| All | +50.9% | +187.3% | -136.4% | +48.7% |
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