+106,206.6%
MU vs VMC
+3,246.6%
+102,960.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.6% |
| 7D | +9.0% | -4.3% | +13.3% | +11.4% |
| 30D | +13.8% | -8.2% | +22.1% | +18.6% |
| 3M | +2.1% | -7.0% | +9.1% | +4.7% |
| 6M | +153.8% | -10.8% | +164.6% | +165.7% |
| YTD | +256.4% | -7.4% | +263.8% | +264.2% |
| 1Y | +719.8% | -9.5% | +729.2% | +744.9% |
| 3Y | +1,360.4% | +20.5% | +1,339.9% | +1,202.9% |
| 5Y | +1,312.4% | +51.6% | +1,260.9% | +1,019.3% |
| 10Y | +6,142.6% | +150.0% | +5,992.5% | +3,457.9% |
| All | +106,206.6% | +3,246.6% | +102,960.0% | +21,546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling