+3,773.6%
MU vs VCIT
+29.0%
+3,744.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.2% | -17.7% | -17.7% |
| 7D | -29.7% | +0.5% | -30.2% | -30.1% |
| 30D | -37.2% | +2.1% | -39.3% | -38.7% |
| 3M | -26.5% | -1.6% | -24.9% | -25.3% |
| 6M | +2.6% | -1.6% | +4.1% | +4.6% |
| YTD | +130.1% | -1.5% | +131.7% | +134.7% |
| 1Y | +176.7% | -0.4% | +177.1% | +179.2% |
| 3Y | +813.1% | +19.6% | +793.5% | +678.6% |
| 5Y | +822.0% | +3.3% | +818.7% | +780.0% |
| All | +3,773.6% | +29.0% | +3,744.6% | +3,879.7% |
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