+6,002.1%
MU vs VMC
+155.1%
+5,847.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.8% |
| 7D | +7.2% | -0.5% | +7.7% | +7.5% |
| 30D | +14.0% | -9.1% | +23.1% | +19.4% |
| 3M | +5.4% | -4.1% | +9.5% | +6.6% |
| 6M | +170.3% | -5.5% | +175.8% | +174.5% |
| YTD | +250.7% | -8.9% | +259.6% | +260.9% |
| 1Y | +662.1% | -12.9% | +675.0% | +700.5% |
| 3Y | +1,341.2% | +22.1% | +1,319.1% | +1,172.2% |
| 5Y | +1,319.3% | +52.7% | +1,266.6% | +1,016.8% |
| All | +6,002.1% | +155.1% | +5,847.0% | +3,567.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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