+538.6%
MU vs VG
-51.4%
+590.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.0% | -13.5% | -17.0% |
| 7D | -29.7% | -22.0% | -7.7% | -27.5% |
| 30D | -37.2% | -14.7% | -22.5% | -36.0% |
| 3M | -26.5% | -7.1% | -19.4% | -26.2% |
| 6M | +2.6% | -11.2% | +13.7% | +1.8% |
| YTD | +130.1% | +69.8% | +60.3% | +82.4% |
| 1Y | +176.7% | +49.9% | +126.8% | +126.4% |
| All | +538.6% | -51.4% | +590.1% | +596.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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