+1,292.7%
MU vs VRT
+1,856.9%
-564.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.3% |
| 7D | -15.2% | -17.7% | +2.5% | -7.2% |
| 30D | -29.5% | -20.0% | -9.5% | -22.1% |
| 3M | -15.8% | -28.1% | +12.3% | -3.1% |
| 6M | -2.9% | -42.8% | +40.0% | +24.6% |
| YTD | +154.2% | +20.0% | +134.3% | +139.2% |
| 1Y | +186.6% | +3.5% | +183.1% | +186.5% |
| 3Y | +871.5% | +366.1% | +505.4% | +440.9% |
| 5Y | +911.7% | +632.2% | +279.5% | +334.1% |
| All | +1,292.7% | +1,856.9% | -564.2% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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