+822.0%
MU vs VT
+53.2%
+768.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.1% | -13.4% | -8.9% |
| 7D | -29.7% | -4.2% | -25.6% | -22.4% |
| 30D | -37.2% | -5.8% | -31.4% | -27.9% |
| 3M | -26.5% | -5.2% | -21.3% | -16.5% |
| 6M | +2.6% | +0.1% | +2.4% | +8.7% |
| YTD | +130.1% | +8.2% | +121.9% | +112.8% |
| 1Y | +176.7% | +10.1% | +166.6% | +149.8% |
| 3Y | +813.1% | +69.7% | +743.4% | +327.9% |
| 5Y | +822.0% | +53.4% | +768.6% | +430.3% |
| All | +822.0% | +53.2% | +768.8% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling