+6,002.1%
MU vs VCLT
+17.2%
+5,984.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +0.3% | +6.9% | +7.0% |
| 30D | +14.0% | -0.6% | +14.5% | +14.3% |
| 3M | +5.4% | -2.2% | +7.6% | +6.9% |
| 6M | +170.3% | -2.9% | +173.2% | +175.6% |
| YTD | +250.7% | -2.1% | +252.7% | +255.9% |
| 1Y | +662.1% | -2.6% | +664.7% | +676.0% |
| 3Y | +1,341.2% | +12.5% | +1,328.7% | +1,260.0% |
| 5Y | +1,319.3% | -15.3% | +1,334.6% | +1,415.0% |
| All | +6,002.1% | +17.2% | +5,984.9% | +6,007.6% |
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