+4,389.3%
MU vs VIG
+648.1%
+3,741.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.8% | +2.2% |
| 7D | -12.0% | +0.4% | -12.5% | -12.1% |
| 30D | -28.7% | +4.3% | -33.0% | -33.4% |
| 3M | -16.4% | +2.0% | -18.5% | -19.2% |
| 6M | -1.8% | +10.2% | -12.0% | -16.0% |
| YTD | +157.1% | +14.8% | +142.3% | +106.7% |
| 1Y | +208.5% | +17.5% | +191.0% | +139.9% |
| 3Y | +906.2% | +67.4% | +838.7% | +358.2% |
| 5Y | +893.4% | +63.4% | +830.0% | +379.4% |
| 10Y | +4,271.9% | +259.9% | +4,012.0% | +474.2% |
| All | +4,389.3% | +648.1% | +3,741.2% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling