+1,341.2%
MU vs V
+52.2%
+1,289.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +7.2% | -1.1% | +8.2% | +7.4% |
| 30D | +14.0% | +1.9% | +12.1% | +13.4% |
| 3M | +5.4% | +15.5% | -10.1% | -0.3% |
| 6M | +170.3% | +16.6% | +153.7% | +151.4% |
| YTD | +250.7% | +5.7% | +244.9% | +245.8% |
| 1Y | +662.1% | +8.6% | +653.6% | +635.0% |
| 3Y | +1,341.2% | +52.5% | +1,288.7% | +1,013.8% |
| All | +1,341.2% | +52.2% | +1,289.0% | +1,013.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling