+6,045.6%
MU vs VGT
+818.7%
+5,226.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +7.5% | +1.5% | +6.0% | +5.3% |
| 30D | +19.4% | +0.5% | +18.8% | +18.6% |
| 3M | +9.8% | +5.3% | +4.6% | +6.3% |
| 6M | +164.1% | +32.4% | +131.7% | +94.3% |
| YTD | +260.3% | +28.6% | +231.7% | +177.2% |
| 1Y | +661.2% | +37.6% | +623.5% | +447.1% |
| 3Y | +1,380.8% | +125.5% | +1,255.4% | +510.1% |
| 5Y | +1,346.4% | +135.2% | +1,211.2% | +467.4% |
| All | +6,045.6% | +818.7% | +5,226.9% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling