+77.9%
MNST vs VICR
+46.6%
+31.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.5% |
| 7D | -3.6% | +1.3% | -4.8% | -3.6% |
| 30D | -6.3% | -11.9% | +5.7% | -5.9% |
| 3M | -5.0% | -35.1% | +30.2% | -3.7% |
| 6M | +13.1% | +8.1% | +5.0% | +10.8% |
| YTD | +11.8% | +67.8% | -56.0% | +6.9% |
| 1Y | +35.2% | +267.3% | -232.1% | +23.9% |
| 3Y | +52.0% | +191.2% | -139.2% | +38.1% |
| 5Y | +77.9% | +48.1% | +29.8% | +57.8% |
| All | +77.9% | +46.6% | +31.2% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling