+265.1%
MU vs VCLT
-3.2%
+268.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.0% | -8.0% | -8.4% |
| 7D | -19.1% | +0.4% | -19.5% | -19.6% |
| 30D | -25.2% | +3.9% | -29.2% | -30.4% |
| 3M | -10.9% | -1.9% | -9.0% | -6.8% |
| 6M | +38.0% | -2.6% | +40.6% | +48.7% |
| YTD | +178.8% | -3.1% | +181.9% | +200.0% |
| 1Y | +265.1% | -3.6% | +268.7% | +296.7% |
| All | +265.1% | -3.2% | +268.4% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling