+15,177.6%
MO vs VICR
+11,731.3%
+3,446.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | +3.6% | -11.9% | +15.5% | +4.0% |
| 3M | -3.7% | -35.1% | +31.4% | -2.6% |
| 6M | +4.5% | +8.1% | -3.6% | +2.4% |
| YTD | +21.5% | +67.8% | -46.3% | +16.2% |
| 1Y | +9.5% | +267.3% | -257.8% | +0.3% |
| 3Y | +93.6% | +191.2% | -97.6% | +75.3% |
| 5Y | +97.5% | +48.1% | +49.4% | +80.2% |
| 10Y | +111.2% | +1,546.1% | -1,434.9% | +63.6% |
| All | +15,177.6% | +11,731.3% | +3,446.3% | +8,235.5% |
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