+1,362.4%
MU vs VRT
+606.5%
+755.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +3.6% |
| 7D | +9.0% | +9.1% | -0.1% | +3.7% |
| 30D | +13.8% | +0.9% | +12.9% | +13.1% |
| 3M | +2.1% | -13.4% | +15.5% | +11.8% |
| 6M | +153.8% | +11.7% | +142.1% | +141.1% |
| YTD | +256.4% | +73.2% | +183.2% | +166.4% |
| 1Y | +719.8% | +123.4% | +596.3% | +441.0% |
| All | +1,362.4% | +606.5% | +755.9% | +465.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling