+1,272.2%
MUU vs VFC
+8.6%
+1,263.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.5% | -7.3% |
| 7D | +24.7% | +1.6% | +23.1% | +23.4% |
| 30D | -35.1% | +25.5% | -60.6% | -44.4% |
| 3M | -44.3% | +41.3% | -85.5% | -56.3% |
| 6M | -44.4% | +22.2% | -66.6% | -53.2% |
| YTD | +244.9% | +16.4% | +228.5% | +191.9% |
| 1Y | +365.6% | +38.4% | +327.2% | +242.0% |
| All | +1,272.2% | +8.6% | +1,263.6% | +1,043.6% |
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