+5,744.5%
MU vs VICR
+1,501.2%
+4,243.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -3.8% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +12.5% | -15.6% | +28.1% | +18.8% |
| 3M | +9.6% | -35.4% | +45.0% | +27.0% |
| 6M | +142.6% | +1.3% | +141.3% | +139.8% |
| YTD | +242.7% | +62.5% | +180.2% | +188.2% |
| 1Y | +599.3% | +255.5% | +343.8% | +348.6% |
| 3Y | +1,308.3% | +182.0% | +1,126.3% | +788.1% |
| 5Y | +1,263.7% | +42.9% | +1,220.8% | +840.8% |
| All | +5,744.5% | +1,501.2% | +4,243.3% | +1,700.8% |
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