+2,683.6%
MUU vs VFC
-32.7%
+2,716.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +7.0% |
| 7D | +15.0% | -2.3% | +17.4% | +16.9% |
| 30D | +36.8% | -13.4% | +50.2% | +49.8% |
| 3M | -8.5% | -23.7% | +15.2% | +7.8% |
| 6M | +320.7% | -24.5% | +345.2% | +386.1% |
| YTD | +599.7% | -27.8% | +627.5% | +722.1% |
| 1Y | +2,569.2% | -13.5% | +2,582.6% | +2,577.0% |
| All | +2,683.6% | -32.7% | +2,716.3% | +3,121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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