+855.4%
MU vs V
+77.2%
+778.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | +2.2% | -24.2% | -22.1% |
| 30D | -36.6% | +13.6% | -50.2% | -37.8% |
| 3M | -21.7% | +14.3% | -36.0% | -23.4% |
| 6M | +3.5% | +33.1% | -29.6% | -5.0% |
| YTD | +141.9% | +21.2% | +120.7% | +133.9% |
| 1Y | +189.8% | +26.4% | +163.4% | +172.6% |
| 3Y | +855.4% | +77.6% | +777.8% | +576.6% |
| All | +855.4% | +77.2% | +778.2% | +576.6% |
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