-5.8%
MUR vs VT
+74.5%
-80.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +0.1% | +2.9% | -2.8% | -1.7% |
| 30D | -6.9% | -2.5% | -4.4% | -5.7% |
| 3M | +4.1% | -3.3% | +7.4% | +5.9% |
| 6M | -4.3% | +1.5% | -5.9% | -7.4% |
| YTD | +19.7% | +11.4% | +8.4% | +3.2% |
| 1Y | +31.1% | +11.9% | +19.2% | +12.1% |
| All | -5.8% | +74.5% | -80.3% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling