+89,421.4%
MU vs VICR
+12,032.4%
+77,388.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +4.5% |
| 7D | +9.0% | +0.4% | +8.5% | +8.8% |
| 30D | +13.8% | -13.9% | +27.8% | +18.6% |
| 3M | +2.1% | -38.4% | +40.5% | +17.9% |
| 6M | +153.8% | -7.2% | +161.0% | +156.6% |
| YTD | +256.4% | +72.0% | +184.4% | +199.6% |
| 1Y | +719.8% | +263.3% | +456.5% | +445.7% |
| 3Y | +1,360.4% | +173.3% | +1,187.1% | +874.0% |
| 5Y | +1,312.4% | +47.3% | +1,265.1% | +893.4% |
| 10Y | +6,142.6% | +1,495.2% | +4,647.4% | +1,956.0% |
| All | +89,421.4% | +12,032.4% | +77,388.9% | +11,864.1% |
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