-55.8%
MUX vs VT
+215.5%
-271.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +3.9% |
| 7D | +10.3% | -2.3% | +12.7% | +13.1% |
| 30D | -9.4% | -5.0% | -4.4% | -4.1% |
| 3M | -15.2% | -4.9% | -10.3% | -10.0% |
| 6M | -32.2% | -1.5% | -30.6% | -29.7% |
| YTD | -16.4% | +8.5% | -24.9% | -20.2% |
| 1Y | -1.1% | +11.4% | -12.5% | -7.7% |
| 3Y | +130.7% | +70.1% | +60.6% | +47.8% |
| 5Y | +38.2% | +53.7% | -15.5% | -4.8% |
| All | -55.8% | +215.5% | -271.3% | -88.0% |
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