+74.5%
MUR vs VT
+223.7%
-149.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -7.5% |
| 7D | -14.0% | +0.4% | -14.3% | -15.2% |
| 30D | -10.7% | -2.6% | -8.1% | -8.4% |
| 3M | +4.6% | -3.2% | +7.8% | +7.6% |
| 6M | -4.8% | +0.9% | -5.7% | -9.7% |
| YTD | +13.8% | +11.3% | +2.5% | -9.4% |
| 1Y | +26.5% | +14.0% | +12.5% | -3.3% |
| 3Y | -8.1% | +75.8% | -84.0% | -64.6% |
| 5Y | +33.5% | +57.8% | -24.4% | -38.4% |
| 10Y | +74.5% | +219.8% | -145.3% | -72.2% |
| All | +74.5% | +223.7% | -149.2% | -72.2% |
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