+6,169.9%
MU vs VIG
+241.3%
+5,928.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.6% |
| 7D | +7.5% | -1.2% | +8.7% | +9.5% |
| 30D | +19.4% | -2.8% | +22.2% | +24.7% |
| 3M | +9.8% | +2.5% | +7.4% | +5.9% |
| 6M | +164.1% | +8.1% | +156.0% | +134.8% |
| YTD | +260.3% | +9.6% | +250.7% | +214.8% |
| 1Y | +661.2% | +14.2% | +647.0% | +528.9% |
| 3Y | +1,380.8% | +56.1% | +1,324.7% | +696.0% |
| 5Y | +1,346.4% | +62.8% | +1,283.5% | +647.6% |
| 10Y | +6,169.9% | +248.2% | +5,921.7% | +979.9% |
| All | +6,169.9% | +241.3% | +5,928.6% | +979.9% |
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