+93.6%
VICR vs MNDY
-50.8%
+144.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -4.3% |
| 7D | -0.4% | -12.5% | +12.1% | +2.3% |
| 30D | -15.6% | -2.6% | -12.9% | -16.0% |
| 3M | -35.4% | +4.2% | -39.6% | -37.7% |
| 6M | +1.3% | +9.8% | -8.5% | -5.5% |
| YTD | +62.5% | -42.3% | +104.7% | +76.4% |
| 1Y | +255.5% | -54.5% | +310.0% | +307.7% |
| 3Y | +182.0% | -50.3% | +232.2% | +197.7% |
| 5Y | +42.9% | -77.1% | +120.0% | +41.6% |
| All | +93.6% | -50.8% | +144.4% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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