+10.2%
MTUM vs VICR
+76.0%
-65.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.1% | +9.2% | +0.3% |
| 7D | -10.1% | -26.6% | +16.5% | -4.5% |
| 30D | -15.6% | -47.9% | +32.4% | -4.8% |
| 3M | -12.7% | -29.8% | +17.0% | -8.5% |
| 6M | -3.7% | -36.6% | +32.9% | +1.5% |
| YTD | +9.4% | +45.1% | -35.7% | -2.6% |
| 1Y | +10.2% | +80.0% | -69.8% | -7.0% |
| All | +10.2% | +76.0% | -65.7% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling