+1,852.3%
MU vs VRT
+2,725.9%
-873.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +4.2% |
| 7D | +9.0% | +9.1% | -0.1% | +4.9% |
| 30D | +13.8% | +0.9% | +12.9% | +13.3% |
| 3M | +2.1% | -13.4% | +15.5% | +9.8% |
| 6M | +153.8% | +11.7% | +142.1% | +145.1% |
| YTD | +256.4% | +73.2% | +183.2% | +186.7% |
| 1Y | +719.8% | +123.4% | +596.3% | +499.3% |
| 3Y | +1,360.4% | +606.2% | +754.2% | +580.6% |
| 5Y | +1,312.4% | +899.9% | +412.5% | +427.8% |
| All | +1,852.3% | +2,725.9% | -873.6% | +400.5% |
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