+938.2%
MU vs VFC
-68.3%
+1,006.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | -3.4% |
| 7D | +12.8% | +1.6% | +11.2% | +12.3% |
| 30D | -14.9% | +25.5% | -40.3% | -20.5% |
| 3M | -18.0% | +41.3% | -59.3% | -26.4% |
| 6M | -3.1% | +22.2% | -25.3% | -10.1% |
| YTD | +172.9% | +16.4% | +156.5% | +153.9% |
| 1Y | +228.8% | +38.4% | +190.4% | +188.7% |
| 3Y | +950.8% | +56.2% | +894.6% | +708.3% |
| All | +938.2% | -68.3% | +1,006.6% | +1,750.0% |
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 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