+9,789.8%
MU vs VCLT
+100.6%
+9,689.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -15.2% | +0.2% | -15.4% | -15.2% |
| 30D | -29.5% | +2.3% | -31.8% | -29.8% |
| 3M | -15.8% | -1.1% | -14.7% | -15.6% |
| 6M | -2.9% | -4.2% | +1.3% | -2.1% |
| YTD | +154.2% | -3.4% | +157.6% | +156.0% |
| 1Y | +186.6% | -3.8% | +190.4% | +188.8% |
| 3Y | +871.5% | +14.7% | +856.8% | +862.9% |
| 5Y | +911.7% | -16.7% | +928.4% | +879.5% |
| 10Y | +4,277.4% | +20.5% | +4,256.9% | +4,853.9% |
| All | +9,789.8% | +100.6% | +9,689.3% | +17,975.1% |
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