+106,206.6%
MU vs VFC
+845.1%
+105,361.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +5.1% |
| 7D | +9.0% | -1.6% | +10.6% | +9.7% |
| 30D | +13.8% | -11.6% | +25.4% | +19.6% |
| 3M | +2.1% | -18.1% | +20.2% | +9.4% |
| 6M | +153.8% | -27.4% | +181.2% | +182.7% |
| YTD | +256.4% | -24.8% | +281.2% | +287.9% |
| 1Y | +719.8% | -8.2% | +728.0% | +705.7% |
| 3Y | +1,360.4% | -29.1% | +1,389.5% | +1,243.2% |
| 5Y | +1,312.4% | -79.2% | +1,391.6% | +2,147.1% |
| 10Y | +6,142.6% | -68.1% | +6,210.7% | +7,554.8% |
| All | +106,206.6% | +845.1% | +105,361.5% | +29,342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling