+475.1%
MULL vs VICR
+76.0%
+399.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -11.1% | -2.6% | -2.7% |
| 7D | -35.9% | -26.6% | -9.3% | -12.0% |
| 30D | -47.3% | -47.9% | +0.6% | -1.7% |
| 3M | -30.6% | -29.8% | -0.8% | -10.6% |
| 6M | +13.7% | -36.6% | +50.3% | +91.8% |
| YTD | +272.1% | +45.1% | +227.0% | +127.2% |
| 1Y | +475.1% | +80.0% | +395.0% | +142.2% |
| All | +475.1% | +76.0% | +399.1% | +142.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling