+950.8%
MU vs VTR
+130.0%
+820.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.7% |
| 7D | +12.8% | +0.2% | +12.6% | +12.8% |
| 30D | -14.9% | +5.5% | -20.3% | -13.8% |
| 3M | -18.0% | -0.9% | -17.1% | -17.5% |
| 6M | -3.1% | -0.4% | -2.7% | -1.4% |
| YTD | +172.9% | +17.0% | +155.9% | +171.1% |
| 1Y | +228.8% | +18.0% | +210.9% | +226.0% |
| 3Y | +950.8% | +127.4% | +823.5% | +801.6% |
| All | +950.8% | +130.0% | +820.8% | +801.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling