+68,449.1%
MU vs VICR
+10,134.2%
+58,314.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.5% |
| 7D | +12.8% | +8.3% | +4.5% | +10.2% |
| 30D | -14.9% | -35.2% | +20.3% | -3.5% |
| 3M | -18.0% | -29.8% | +11.8% | -10.8% |
| 6M | -3.1% | -48.6% | +45.5% | +16.3% |
| YTD | +172.9% | +45.1% | +127.8% | +137.3% |
| 1Y | +228.8% | +79.6% | +149.3% | +169.6% |
| 3Y | +950.8% | +335.4% | +615.4% | +516.2% |
| 5Y | +931.3% | -1.0% | +932.3% | +702.9% |
| 10Y | +4,417.7% | +993.1% | +3,424.6% | +1,534.6% |
| All | +68,449.1% | +10,134.2% | +58,314.9% | +9,375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling