+12.9%
MUC vs VT
+224.4%
-211.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | +3.8% | -1.7% | +5.5% | +4.2% |
| 3M | -5.8% | -2.3% | -3.4% | -5.2% |
| 6M | -4.9% | +1.5% | -6.5% | -5.4% |
| YTD | -0.7% | +12.0% | -12.8% | -3.8% |
| 1Y | -1.9% | +12.9% | -14.7% | -5.1% |
| 3Y | +20.0% | +74.9% | -55.0% | +2.9% |
| 5Y | -20.0% | +59.9% | -79.9% | -30.4% |
| 10Y | +12.9% | +224.6% | -211.8% | -24.8% |
| All | +12.9% | +224.4% | -211.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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