+9,311.0%
MU vs VCLT
+102.2%
+9,208.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -22.0% | +0.3% | -22.3% | -22.1% |
| 30D | -36.6% | +3.7% | -40.2% | -37.0% |
| 3M | -21.7% | -1.0% | -20.7% | -21.6% |
| 6M | +3.5% | -3.4% | +6.9% | +4.2% |
| YTD | +141.9% | -2.6% | +144.5% | +143.2% |
| 1Y | +189.8% | -3.3% | +193.1% | +191.7% |
| 3Y | +855.4% | +17.3% | +838.0% | +844.7% |
| 5Y | +869.2% | -17.0% | +886.2% | +835.9% |
| 10Y | +4,142.8% | +18.1% | +4,124.7% | +4,583.5% |
| All | +9,311.0% | +102.2% | +9,208.8% | +17,076.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling