+251,518.7%
MNST vs VICR
+10,497.2%
+241,021.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | -4.7% | +21.9% | -26.6% | -6.7% |
| 30D | +5.2% | -38.4% | +43.6% | +9.2% |
| 3M | -0.9% | -27.2% | +26.3% | +0.3% |
| 6M | +6.1% | -43.7% | +49.8% | +8.4% |
| YTD | +18.9% | +50.3% | -31.4% | +7.9% |
| 1Y | +29.3% | +74.6% | -45.2% | +15.4% |
| 3Y | +64.9% | +351.2% | -286.3% | +26.4% |
| 5Y | +98.0% | +2.5% | +95.5% | +68.3% |
| 10Y | +334.8% | +1,031.9% | -697.1% | +167.7% |
| All | +251,518.7% | +10,497.2% | +241,021.5% | +93,617.3% |
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 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