-16.4%
MUR vs VT
+346.0%
-362.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.3% |
| 7D | -18.2% | -2.3% | -15.9% | -16.1% |
| 30D | -3.5% | -5.0% | +1.5% | +2.3% |
| 3M | +10.0% | -4.9% | +14.8% | +15.8% |
| 6M | -5.9% | -1.5% | -4.3% | -7.1% |
| YTD | +18.5% | +8.5% | +10.0% | 0.0% |
| 1Y | +33.8% | +11.4% | +22.4% | +8.7% |
| 3Y | -9.8% | +70.1% | -79.8% | -58.7% |
| 5Y | +47.7% | +53.7% | -6.1% | -22.0% |
| 10Y | +97.2% | +220.0% | -122.8% | -54.4% |
| All | -16.4% | +346.0% | -362.4% | -87.3% |
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