+265.1%
MU vs VUG
+4.9%
+260.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -10.5% |
| 7D | -19.1% | -3.0% | -16.1% | -13.3% |
| 30D | -25.2% | -6.4% | -18.8% | -12.7% |
| 3M | -10.9% | -3.2% | -7.7% | -3.8% |
| 6M | +38.0% | +3.1% | +34.9% | +33.4% |
| YTD | +178.8% | +6.3% | +172.5% | +167.5% |
| 1Y | +265.1% | +5.2% | +260.0% | +262.0% |
| All | +265.1% | +4.9% | +260.3% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling