+6,123.9%
MU vs VIG
+623.5%
+5,500.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.9% |
| 7D | +9.0% | -0.4% | +9.4% | +9.7% |
| 30D | +13.8% | -1.0% | +14.8% | +15.4% |
| 3M | +2.1% | +2.8% | -0.7% | -1.9% |
| 6M | +153.8% | +8.2% | +145.6% | +124.2% |
| YTD | +256.4% | +11.0% | +245.4% | +202.3% |
| 1Y | +719.8% | +16.1% | +703.6% | +550.8% |
| 3Y | +1,360.4% | +56.2% | +1,304.2% | +643.2% |
| 5Y | +1,312.4% | +63.0% | +1,249.4% | +582.0% |
| 10Y | +6,142.6% | +241.4% | +5,901.1% | +795.2% |
| All | +6,123.9% | +623.5% | +5,500.4% | +189.1% |
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