+976.7%
MU vs VLTO
+56.3%
+920.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -15.2% | +1.6% | -16.8% | -15.4% |
| 30D | -29.5% | +22.0% | -51.5% | -32.5% |
| 3M | -15.8% | +21.9% | -37.7% | -19.5% |
| 6M | -2.9% | +36.5% | -39.4% | -12.6% |
| YTD | +154.2% | +19.0% | +135.3% | +146.5% |
| 1Y | +186.6% | +21.0% | +165.6% | +173.9% |
| 3Y | +871.5% | +69.9% | +801.6% | +766.1% |
| All | +976.7% | +56.3% | +920.4% | +863.9% |
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