+5,975.2%
MU vs V
+388.0%
+5,587.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.8% |
| 7D | +9.0% | -1.7% | +10.7% | +10.4% |
| 30D | +13.8% | +2.0% | +11.9% | +11.7% |
| 3M | +2.1% | +17.4% | -15.3% | -12.2% |
| 6M | +153.8% | +17.5% | +136.3% | +114.3% |
| YTD | +256.4% | +7.6% | +248.8% | +222.8% |
| 1Y | +719.8% | +7.7% | +712.0% | +633.6% |
| 3Y | +1,360.4% | +54.7% | +1,305.7% | +840.7% |
| 5Y | +1,312.4% | +73.0% | +1,239.4% | +704.8% |
| All | +5,975.2% | +388.0% | +5,587.2% | +1,221.7% |
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