+1,311.3%
MU vs VYM
+64.0%
+1,247.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -3.8% |
| 7D | +2.0% | -1.9% | +3.9% | +5.9% |
| 30D | +12.5% | -2.6% | +15.1% | +18.5% |
| 3M | +9.6% | +3.6% | +6.0% | +2.3% |
| 6M | +142.6% | +8.7% | +133.9% | +106.6% |
| YTD | +242.7% | +14.1% | +228.5% | +165.4% |
| 1Y | +599.3% | +17.8% | +581.5% | +411.8% |
| All | +1,311.3% | +64.0% | +1,247.3% | +565.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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