+6,859.0%
MU vs VYM
+490.3%
+6,368.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.9% |
| 7D | +7.2% | +0.1% | +7.0% | +6.9% |
| 30D | +14.0% | -1.3% | +15.3% | +16.2% |
| 3M | +5.4% | +4.1% | +1.3% | -0.7% |
| 6M | +170.3% | +9.8% | +160.5% | +135.0% |
| YTD | +250.7% | +15.3% | +235.3% | +183.3% |
| 1Y | +662.1% | +20.0% | +642.1% | +482.7% |
| 3Y | +1,341.2% | +66.2% | +1,275.0% | +593.8% |
| 5Y | +1,319.3% | +77.5% | +1,241.8% | +526.5% |
| 10Y | +5,778.3% | +201.7% | +5,576.6% | +1,076.7% |
| All | +6,859.0% | +490.3% | +6,368.8% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling