+1,315.7%
MU vs VFC
-79.1%
+1,394.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +5.4% |
| 7D | +9.0% | -1.6% | +10.6% | +9.5% |
| 30D | +13.8% | -11.6% | +25.4% | +17.9% |
| 3M | +2.1% | -18.1% | +20.2% | +7.3% |
| 6M | +153.8% | -27.4% | +181.2% | +174.3% |
| YTD | +256.4% | -24.8% | +281.2% | +278.9% |
| 1Y | +719.8% | -8.2% | +728.0% | +710.8% |
| 3Y | +1,360.4% | -29.1% | +1,389.5% | +1,347.8% |
| All | +1,315.7% | -79.1% | +1,394.8% | +2,568.8% |
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