+1,362.4%
MU vs VFC
-28.0%
+1,390.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +5.5% |
| 7D | +9.0% | -1.6% | +10.6% | +9.4% |
| 30D | +13.8% | -11.6% | +25.4% | +17.1% |
| 3M | +2.1% | -18.1% | +20.2% | +6.5% |
| 6M | +153.8% | -27.4% | +181.2% | +170.8% |
| YTD | +256.4% | -24.8% | +281.2% | +275.1% |
| 1Y | +719.8% | -8.2% | +728.0% | +713.1% |
| All | +1,362.4% | -28.0% | +1,390.5% | +1,388.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling