+13,763.2%
MU vs VCLT
+103.4%
+13,659.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -0.5% | +9.5% | +9.1% |
| 30D | +13.8% | -0.9% | +14.7% | +14.0% |
| 3M | +2.1% | -3.2% | +5.3% | +2.7% |
| 6M | +153.8% | -3.8% | +157.6% | +155.6% |
| YTD | +256.4% | -2.0% | +258.4% | +258.0% |
| 1Y | +719.8% | -0.8% | +720.6% | +722.3% |
| 3Y | +1,360.4% | +12.3% | +1,348.1% | +1,346.4% |
| 5Y | +1,312.4% | -15.4% | +1,327.8% | +1,264.8% |
| 10Y | +6,142.6% | +15.7% | +6,126.8% | +6,620.6% |
| All | +13,763.2% | +103.4% | +13,659.8% | +25,178.4% |
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 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