+4,277.4%
MU vs VCIT
+30.3%
+4,247.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | -15.2% | +0.1% | -15.3% | -15.4% |
| 30D | -29.5% | +1.1% | -30.6% | -30.5% |
| 3M | -15.8% | -1.4% | -14.4% | -14.7% |
| 6M | -2.9% | -2.3% | -0.6% | -0.3% |
| YTD | +154.2% | -1.8% | +156.0% | +160.0% |
| 1Y | +186.6% | -1.0% | +187.6% | +191.0% |
| 3Y | +871.5% | +19.3% | +852.2% | +730.9% |
| 5Y | +911.7% | +3.8% | +907.9% | +861.7% |
| 10Y | +4,277.4% | +30.6% | +4,246.8% | +4,547.5% |
| All | +4,277.4% | +30.3% | +4,247.1% | +4,547.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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