+2.0%
MU vs VICR
-40.0%
+42.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.9% | +9.6% |
| 7D | +2.0% | +5.7% | -3.7% | -0.6% |
| 30D | -18.0% | -35.2% | +17.2% | +2.0% |
| 3M | -6.6% | -20.3% | +13.7% | -2.1% |
| 6M | +2.0% | -46.3% | +48.3% | +35.7% |
| All | +2.0% | -40.0% | +42.0% | +35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling