+153.8%
MU vs VICR
-8.0%
+161.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +3.0% |
| 7D | +9.0% | +0.4% | +8.5% | +8.7% |
| 30D | +13.8% | -13.9% | +27.8% | +22.4% |
| 3M | +2.1% | -38.4% | +40.5% | +30.6% |
| 6M | +153.8% | -7.2% | +161.0% | +164.7% |
| All | +153.8% | -8.0% | +161.8% | +164.7% |
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