+1,739.5%
MULL vs VICR
+293.8%
+1,445.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.3% | -11.4% |
| 7D | -8.4% | +5.0% | -13.4% | -13.7% |
| 30D | +9.7% | -12.5% | +22.2% | +21.3% |
| 3M | -26.8% | -33.6% | +6.8% | +10.4% |
| 6M | +220.7% | +10.7% | +210.0% | +262.1% |
| YTD | +509.0% | +80.6% | +428.5% | +444.6% |
| 1Y | +1,739.5% | +288.4% | +1,451.2% | +1,107.2% |
| All | +1,739.5% | +293.8% | +1,445.7% | +1,107.2% |
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