+1,341.2%
MU vs VTR
+131.6%
+1,209.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +7.2% | -2.4% | +9.5% | +7.0% |
| 30D | +14.0% | -3.7% | +17.7% | +13.6% |
| 3M | +5.4% | +13.5% | -8.1% | +4.3% |
| 6M | +170.3% | +7.2% | +163.1% | +169.7% |
| YTD | +250.7% | +17.6% | +233.1% | +245.6% |
| 1Y | +662.1% | +35.4% | +626.7% | +633.4% |
| 3Y | +1,341.2% | +132.8% | +1,208.4% | +1,192.8% |
| All | +1,341.2% | +131.6% | +1,209.6% | +1,192.8% |
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