+129.3%
MUC vs VT
+374.2%
-244.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | -2.0% | +2.4% | -4.3% | -2.5% |
| 6M | -1.5% | +12.0% | -13.5% | -3.7% |
| YTD | +2.6% | +15.3% | -12.7% | -0.3% |
| 1Y | +7.2% | +22.6% | -15.4% | +2.9% |
| 3Y | +19.8% | +74.7% | -54.9% | +7.1% |
| 5Y | -13.2% | +66.1% | -79.3% | -22.1% |
| 10Y | +5.2% | +225.0% | -219.9% | -17.1% |
| All | +129.3% | +374.2% | -244.9% | +63.3% |
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