+2,802.6%
MULL vs VICR
+272.1%
+2,530.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.5% | +6.3% | +6.7% |
| 7D | +17.3% | +0.4% | +16.9% | +17.1% |
| 30D | +23.5% | -13.9% | +37.4% | +40.8% |
| 3M | -24.0% | -38.4% | +14.4% | +27.8% |
| 6M | +276.7% | -7.2% | +283.9% | +387.4% |
| YTD | +565.1% | +72.0% | +493.0% | +537.2% |
| 1Y | +2,802.6% | +263.3% | +2,539.3% | +2,001.9% |
| All | +2,802.6% | +272.1% | +2,530.5% | +2,001.9% |
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