-50.6%
MUX vs VT
+223.7%
-274.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +2.1% |
| 7D | +15.5% | +0.4% | +15.1% | +15.1% |
| 30D | -9.2% | -2.6% | -6.6% | -6.4% |
| 3M | -15.4% | -3.2% | -12.2% | -11.8% |
| 6M | -33.0% | +0.9% | -34.0% | -32.4% |
| YTD | -12.3% | +11.3% | -23.6% | -18.5% |
| 1Y | +1.1% | +14.0% | -12.9% | -8.0% |
| 3Y | +134.2% | +75.8% | +58.4% | +45.1% |
| 5Y | +43.6% | +57.8% | -14.2% | -3.8% |
| 10Y | -50.6% | +219.8% | -270.4% | -86.8% |
| All | -50.6% | +223.7% | -274.2% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling