+71,354.7%
MU vs VICR
+10,716.6%
+60,638.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.9% | +10.7% |
| 7D | +2.0% | +5.7% | -3.7% | +0.8% |
| 30D | -18.0% | -35.2% | +17.2% | -7.1% |
| 3M | -6.6% | -20.3% | +13.7% | -2.1% |
| 6M | +2.0% | -46.3% | +48.3% | +20.9% |
| YTD | +184.5% | +53.4% | +131.1% | +143.2% |
| 1Y | +236.9% | +81.6% | +155.3% | +175.0% |
| 3Y | +987.0% | +360.5% | +626.4% | +526.6% |
| 5Y | +1,014.6% | +4.4% | +1,010.2% | +753.9% |
| 10Y | +4,609.2% | +1,055.3% | +3,553.9% | +1,575.6% |
| All | +71,354.7% | +10,716.6% | +60,638.1% | +9,613.0% |
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