+1,341.2%
MU vs VICR
+201.6%
+1,139.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.6% |
| 7D | +7.2% | +9.8% | -2.7% | +3.2% |
| 30D | +14.0% | -12.6% | +26.6% | +19.5% |
| 3M | +5.4% | -29.7% | +35.1% | +20.1% |
| 6M | +170.3% | +18.8% | +151.4% | +156.3% |
| YTD | +250.7% | +76.4% | +174.3% | +191.2% |
| 1Y | +662.1% | +282.4% | +379.7% | +390.1% |
| 3Y | +1,341.2% | +206.2% | +1,135.0% | +757.5% |
| All | +1,341.2% | +201.6% | +1,139.6% | +757.5% |
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