+1,160.7%
MU vs VRT
+1,680.7%
-520.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -14.0% | -3.4% | -11.2% |
| 7D | -29.7% | -28.1% | -1.6% | -18.2% |
| 30D | -37.2% | -30.2% | -7.0% | -26.3% |
| 3M | -26.5% | -36.4% | +9.9% | -10.7% |
| 6M | +2.6% | -48.2% | +50.7% | +37.4% |
| YTD | +130.1% | +9.2% | +121.0% | +126.0% |
| 1Y | +176.7% | -7.2% | +183.9% | +190.3% |
| 3Y | +813.1% | +338.7% | +474.4% | +424.7% |
| 5Y | +822.0% | +542.8% | +279.1% | +318.7% |
| All | +1,160.7% | +1,680.7% | -520.0% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling