+924.5%
MU vs VLTO
+54.8%
+869.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.0% |
| 7D | -22.0% | +5.4% | -27.4% | -22.7% |
| 30D | -36.6% | +22.3% | -58.9% | -39.4% |
| 3M | -21.7% | +19.6% | -41.3% | -24.8% |
| 6M | +3.5% | +35.2% | -31.6% | -6.9% |
| YTD | +141.9% | +17.9% | +124.1% | +134.9% |
| 1Y | +189.8% | +19.5% | +170.3% | +177.9% |
| 3Y | +855.4% | +73.9% | +781.5% | +750.2% |
| All | +924.5% | +54.8% | +869.7% | +818.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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