+847.8%
MU vs VMC
+42.5%
+805.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.7% |
| 7D | -22.0% | +0.5% | -22.5% | -22.3% |
| 30D | -36.6% | +15.8% | -52.4% | -42.4% |
| 3M | -21.7% | +0.6% | -22.3% | -22.7% |
| 6M | +3.5% | -4.0% | +7.6% | +4.3% |
| YTD | +141.9% | -0.3% | +142.2% | +133.5% |
| 1Y | +189.8% | -0.5% | +190.4% | +180.2% |
| 3Y | +855.4% | +39.6% | +815.8% | +612.4% |
| All | +847.8% | +42.5% | +805.4% | +556.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling