+5,744.5%
MU vs VTR
+100.2%
+5,644.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.3% |
| 7D | +2.0% | -1.8% | +3.8% | +2.5% |
| 30D | +12.5% | +4.0% | +8.5% | +11.2% |
| 3M | +9.6% | +7.8% | +1.8% | +5.9% |
| 6M | +142.6% | +6.4% | +136.2% | +134.2% |
| YTD | +242.7% | +18.3% | +224.3% | +219.2% |
| 1Y | +599.3% | +33.9% | +565.3% | +523.4% |
| 3Y | +1,308.3% | +134.3% | +1,174.0% | +920.1% |
| 5Y | +1,263.7% | +90.3% | +1,173.5% | +948.6% |
| All | +5,744.5% | +100.2% | +5,644.3% | +3,518.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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