+4,598.6%
MU vs VGT
+734.9%
+3,863.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +7.8% |
| 7D | +2.0% | -1.6% | +3.6% | +5.9% |
| 30D | -18.0% | -10.1% | -7.8% | -3.0% |
| 3M | -6.6% | -5.3% | -1.3% | +3.1% |
| 6M | +2.0% | +0.2% | +1.8% | +9.8% |
| YTD | +184.5% | +21.1% | +163.4% | +143.4% |
| 1Y | +236.9% | +18.2% | +218.7% | +200.6% |
| 3Y | +987.0% | +107.4% | +879.5% | +413.8% |
| 5Y | +1,014.6% | +111.5% | +903.1% | +417.4% |
| All | +4,598.6% | +734.9% | +3,863.7% | +181.6% |
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