+4,014.6%
MU vs VUG
+392.2%
+3,622.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +3.8% |
| 7D | -22.0% | -3.4% | -18.6% | -17.2% |
| 30D | -36.6% | -11.1% | -25.5% | -23.8% |
| 3M | -21.7% | -7.2% | -14.5% | -11.5% |
| 6M | +3.5% | -4.1% | +7.7% | +14.4% |
| YTD | +141.9% | +1.4% | +140.6% | +149.8% |
| 1Y | +189.8% | +1.9% | +187.9% | +200.0% |
| 3Y | +855.4% | +77.7% | +777.6% | +402.4% |
| 5Y | +869.2% | +57.6% | +811.6% | +505.7% |
| All | +4,014.6% | +392.2% | +3,622.3% | +316.8% |
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