+4,277.4%
MU vs VIG
+259.6%
+4,017.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.5% |
| 7D | -15.2% | +1.0% | -16.2% | -16.0% |
| 30D | -29.5% | +4.5% | -34.1% | -34.1% |
| 3M | -15.8% | +2.1% | -17.8% | -18.4% |
| 6M | -2.9% | +10.5% | -13.3% | -16.6% |
| YTD | +154.2% | +15.1% | +139.2% | +105.9% |
| 1Y | +186.6% | +16.9% | +169.7% | +127.5% |
| 3Y | +871.5% | +65.6% | +805.9% | +378.0% |
| 5Y | +911.7% | +64.4% | +847.3% | +414.4% |
| 10Y | +4,277.4% | +260.6% | +4,016.7% | +596.9% |
| All | +4,277.4% | +259.6% | +4,017.7% | +596.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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