+871.5%
MU vs V
+77.0%
+794.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -15.2% | +0.6% | -15.8% | -15.1% |
| 30D | -29.5% | +9.7% | -39.3% | -30.4% |
| 3M | -15.8% | +17.3% | -33.1% | -18.1% |
| 6M | -2.9% | +33.2% | -36.1% | -10.8% |
| YTD | +154.2% | +21.3% | +132.9% | +145.8% |
| 1Y | +186.6% | +27.3% | +159.3% | +168.4% |
| 3Y | +871.5% | +76.1% | +795.4% | +570.1% |
| All | +871.5% | +77.0% | +794.5% | +570.1% |
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