+847.8%
MU vs VIG
+59.0%
+788.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.8% |
| 7D | -22.0% | -1.8% | -20.2% | -19.0% |
| 30D | -36.6% | +2.7% | -39.3% | -39.4% |
| 3M | -21.7% | 0.0% | -21.7% | -21.7% |
| 6M | +3.5% | +6.8% | -3.2% | -7.5% |
| YTD | +141.9% | +12.1% | +129.9% | +99.1% |
| 1Y | +189.8% | +14.8% | +175.0% | +129.6% |
| 3Y | +855.4% | +62.4% | +793.0% | +353.1% |
| All | +847.8% | +59.0% | +788.8% | +377.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling