+4,277.4%
MU vs VFC
-46.8%
+4,324.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -15.2% | +3.5% | -18.7% | -16.2% |
| 30D | -29.5% | +38.3% | -67.8% | -37.6% |
| 3M | -15.8% | +40.2% | -55.9% | -26.0% |
| 6M | -2.9% | +10.6% | -13.5% | -8.5% |
| YTD | +154.2% | +16.7% | +137.5% | +132.2% |
| 1Y | +186.6% | +45.0% | +141.6% | +139.8% |
| 3Y | +871.5% | +48.8% | +822.7% | +598.8% |
| 5Y | +911.7% | -67.6% | +979.3% | +1,391.3% |
| 10Y | +4,277.4% | -47.5% | +4,324.9% | +5,805.5% |
| All | +4,277.4% | -46.8% | +4,324.1% | +5,805.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling