+599.3%
MU vs VMC
-13.8%
+613.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | +2.0% | -3.7% | +5.7% | +3.0% |
| 30D | +12.5% | -12.8% | +25.3% | +16.5% |
| 3M | +9.6% | -7.9% | +17.5% | +11.3% |
| 6M | +142.6% | -7.5% | +150.1% | +144.2% |
| YTD | +242.7% | -11.6% | +254.3% | +240.8% |
| 1Y | +599.3% | -14.3% | +613.5% | +597.3% |
| All | +599.3% | -13.8% | +613.0% | +597.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling