+265.1%
MU vs VICR
+76.0%
+189.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -11.1% | +4.1% | -1.5% |
| 7D | -19.1% | -26.6% | +7.5% | -6.0% |
| 30D | -25.2% | -47.9% | +22.7% | +1.1% |
| 3M | -10.9% | -29.8% | +18.9% | +0.1% |
| 6M | +38.0% | -36.6% | +74.6% | +64.2% |
| YTD | +178.8% | +45.1% | +133.7% | +96.2% |
| 1Y | +265.1% | +80.0% | +185.1% | +110.7% |
| All | +265.1% | +76.0% | +189.2% | +110.7% |
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