+126.5%
MUC vs VT
+346.0%
-219.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.3% |
| 30D | +5.2% | -5.0% | +10.2% | +6.2% |
| 3M | -2.3% | -4.9% | +2.6% | -1.4% |
| 6M | -2.9% | -1.5% | -1.3% | -2.6% |
| YTD | +1.3% | +8.5% | -7.1% | -0.4% |
| 1Y | +0.5% | +11.4% | -10.9% | -1.7% |
| 3Y | +25.4% | +70.1% | -44.7% | +12.7% |
| 5Y | -17.0% | +53.7% | -70.7% | -24.4% |
| 10Y | +11.2% | +220.0% | -208.7% | -11.9% |
| All | +126.5% | +346.0% | -219.5% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling