+191.0%
MOD vs VICR
+336.6%
-145.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.4% | +31.3% | +29.2% |
| 7D | +40.4% | +8.3% | +32.1% | +35.8% |
| 30D | -14.0% | -35.2% | +21.2% | +0.3% |
| 3M | -33.3% | -29.8% | -3.5% | -26.3% |
| 6M | -51.4% | -48.6% | -2.8% | -41.4% |
| YTD | +1.6% | +45.1% | -43.5% | -19.6% |
| 1Y | +5.4% | +79.6% | -74.2% | -23.1% |
| 3Y | +191.0% | +335.4% | -144.4% | +26.2% |
| All | +191.0% | +336.6% | -145.6% | +26.2% |
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