+5,778.3%
MU vs VUG
+408.5%
+5,369.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +7.2% | +0.9% | +6.3% | +5.8% |
| 30D | +14.0% | -1.4% | +15.4% | +16.3% |
| 3M | +5.4% | +2.3% | +3.1% | +3.4% |
| 6M | +170.3% | +15.7% | +154.6% | +127.5% |
| YTD | +250.7% | +8.6% | +242.0% | +223.0% |
| 1Y | +662.1% | +14.1% | +648.1% | +566.6% |
| 3Y | +1,341.2% | +87.9% | +1,253.3% | +586.0% |
| 5Y | +1,319.3% | +76.3% | +1,243.0% | +642.4% |
| 10Y | +5,778.3% | +409.7% | +5,368.6% | +486.4% |
| All | +5,778.3% | +408.5% | +5,369.8% | +486.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling