+2,423.9%
MUU vs VUG
+36.6%
+2,387.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -7.3% |
| 7D | +3.6% | -1.9% | +5.4% | +11.2% |
| 30D | +22.3% | -1.6% | +23.9% | +30.0% |
| 3M | -8.2% | +4.4% | -12.6% | -16.3% |
| 6M | +256.3% | +13.2% | +243.1% | +169.7% |
| YTD | +534.4% | +7.5% | +526.9% | +489.0% |
| 1Y | +2,163.5% | +12.5% | +2,151.0% | +1,843.5% |
| All | +2,423.9% | +36.6% | +2,387.3% | +1,305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling