+3,971.9%
MU vs V
+455.6%
+3,516.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | +2.2% | -24.2% | -23.3% |
| 30D | -36.6% | +13.6% | -50.2% | -42.6% |
| 3M | -21.7% | +14.3% | -36.0% | -30.0% |
| 6M | +3.5% | +33.1% | -29.6% | -20.3% |
| YTD | +141.9% | +21.2% | +120.7% | +98.9% |
| 1Y | +189.8% | +26.4% | +163.4% | +129.0% |
| 3Y | +855.4% | +77.6% | +777.8% | +450.4% |
| 5Y | +869.2% | +102.6% | +766.6% | +388.7% |
| All | +3,971.9% | +455.6% | +3,516.4% | +703.7% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling