+4,407.5%
MU vs V
+458.1%
+3,949.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.5% |
| 7D | +12.8% | +0.9% | +11.9% | +12.1% |
| 30D | -14.9% | +9.0% | -23.8% | -20.4% |
| 3M | -18.0% | +16.7% | -34.8% | -27.9% |
| 6M | -3.1% | +33.4% | -36.5% | -25.4% |
| YTD | +172.9% | +22.4% | +150.5% | +122.7% |
| 1Y | +228.8% | +27.7% | +201.2% | +157.9% |
| 3Y | +950.8% | +78.0% | +872.9% | +503.8% |
| 5Y | +931.3% | +108.5% | +822.7% | +407.0% |
| All | +4,407.5% | +458.1% | +3,949.4% | +707.5% |
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