+4,407.5%
MU vs VCLT
+21.5%
+4,386.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +12.8% | -2.3% | +15.1% | +14.3% |
| 30D | -14.9% | +0.8% | -15.6% | -15.3% |
| 3M | -18.0% | -2.7% | -15.4% | -16.9% |
| 6M | -3.1% | -4.3% | +1.2% | -0.5% |
| YTD | +172.9% | -4.3% | +177.2% | +180.5% |
| 1Y | +228.8% | -4.4% | +233.2% | +238.3% |
| 3Y | +950.8% | +13.8% | +937.1% | +887.5% |
| 5Y | +931.3% | -17.0% | +948.2% | +1,013.8% |
| All | +4,407.5% | +21.5% | +4,386.0% | +4,540.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling