+4,598.6%
MU vs VMC
+129.9%
+4,468.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.9% | +12.4% |
| 7D | +2.0% | -4.3% | +6.3% | +4.7% |
| 30D | -18.0% | +16.2% | -34.2% | -24.4% |
| 3M | -6.6% | -0.8% | -5.8% | -7.0% |
| 6M | +2.0% | +1.2% | +0.9% | -0.1% |
| YTD | +184.5% | +0.5% | +184.0% | +176.6% |
| 1Y | +236.9% | -2.9% | +239.8% | +233.6% |
| 3Y | +987.0% | +37.3% | +949.6% | +795.0% |
| 5Y | +1,014.6% | +48.8% | +965.8% | +770.7% |
| All | +4,598.6% | +129.9% | +4,468.7% | +2,704.9% |
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