+228.8%
MU vs VCLT
-4.7%
+233.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.9% |
| 7D | +12.8% | -2.3% | +15.1% | +16.8% |
| 30D | -14.9% | +0.8% | -15.6% | -16.7% |
| 3M | -18.0% | -2.7% | -15.4% | -13.8% |
| 6M | -3.1% | -4.3% | +1.2% | +6.7% |
| YTD | +172.9% | -4.3% | +177.2% | +196.8% |
| 1Y | +228.8% | -4.4% | +233.2% | +258.9% |
| All | +228.8% | -4.7% | +233.5% | +258.9% |
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