-15.6%
MUR vs VT
+357.8%
-373.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.9% |
| 7D | +0.1% | +2.9% | -2.8% | -3.9% |
| 30D | -6.9% | -2.5% | -4.4% | -4.8% |
| 3M | +4.1% | -3.3% | +7.4% | +7.1% |
| 6M | -4.3% | +1.5% | -5.9% | -9.5% |
| YTD | +19.7% | +11.4% | +8.4% | -2.6% |
| 1Y | +31.1% | +11.9% | +19.2% | +5.8% |
| 3Y | -5.3% | +73.9% | -79.2% | -58.0% |
| 5Y | +51.9% | +57.9% | -6.0% | -22.8% |
| 10Y | +87.3% | +222.6% | -135.4% | -57.4% |
| All | -15.6% | +357.8% | -373.4% | -87.7% |
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