+349.5%
MTUM vs VICR
+1,679.8%
-1,330.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.9% | -0.5% |
| 7D | +0.7% | +5.0% | -4.2% | -0.2% |
| 30D | -2.4% | -12.5% | +10.0% | -0.7% |
| 3M | -3.6% | -33.6% | +30.0% | +1.7% |
| 6M | +23.7% | +10.7% | +13.0% | +18.3% |
| YTD | +22.9% | +80.6% | -57.7% | +8.2% |
| 1Y | +21.8% | +288.4% | -266.6% | -6.2% |
| 3Y | +114.4% | +213.8% | -99.3% | +61.3% |
| 5Y | +79.6% | +58.8% | +20.7% | +41.0% |
| All | +349.5% | +1,679.8% | -1,330.3% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling