+1,341.2%
MU vs VCLT
+12.2%
+1,329.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +0.3% | +6.9% | +6.9% |
| 30D | +14.0% | -0.6% | +14.5% | +14.5% |
| 3M | +5.4% | -2.2% | +7.6% | +7.6% |
| 6M | +170.3% | -2.9% | +173.2% | +178.2% |
| YTD | +250.7% | -2.1% | +252.7% | +258.6% |
| 1Y | +662.1% | -2.6% | +664.7% | +682.5% |
| 3Y | +1,341.2% | +12.5% | +1,328.7% | +1,242.4% |
| All | +1,341.2% | +12.2% | +1,329.0% | +1,242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling