+847.8%
MU vs VFC
-67.4%
+915.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -22.0% | +11.2% | -33.2% | -24.4% |
| 30D | -36.6% | +41.5% | -78.1% | -43.0% |
| 3M | -21.7% | +38.9% | -60.6% | -29.4% |
| 6M | +3.5% | +6.1% | -2.6% | 0.0% |
| YTD | +141.9% | +14.5% | +127.4% | +126.2% |
| 1Y | +189.8% | +46.0% | +143.9% | +150.2% |
| 3Y | +855.4% | +36.4% | +819.0% | +669.8% |
| All | +847.8% | -67.4% | +915.3% | +1,596.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling