+189.8%
MU vs VFC
+42.4%
+147.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +5.9% |
| 7D | -12.0% | +7.7% | -19.7% | -12.7% |
| 30D | -28.7% | +39.2% | -67.9% | -32.1% |
| 3M | -16.4% | +40.3% | -56.7% | -20.8% |
| 6M | -1.8% | +11.4% | -13.2% | -3.0% |
| YTD | +157.1% | +17.5% | +139.5% | +145.5% |
| All | +189.8% | +42.4% | +147.4% | +171.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling