+5,744.5%
MU vs VTV
+232.1%
+5,512.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -3.8% |
| 7D | +2.0% | -2.1% | +4.1% | +5.3% |
| 30D | +12.5% | -1.3% | +13.9% | +14.8% |
| 3M | +9.6% | +5.6% | +4.0% | +1.9% |
| 6M | +142.6% | +12.4% | +130.2% | +107.6% |
| YTD | +242.7% | +17.6% | +225.0% | +175.3% |
| 1Y | +599.3% | +23.5% | +575.8% | +425.6% |
| 3Y | +1,308.3% | +67.0% | +1,241.3% | +617.7% |
| 5Y | +1,263.7% | +80.5% | +1,183.2% | +537.4% |
| All | +5,744.5% | +232.1% | +5,512.4% | +1,202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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