+1.8%
MUX vs VT
+374.2%
-372.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.7% | +0.4% | -2.2% | -2.1% |
| 30D | +1.8% | +1.0% | +0.9% | +1.1% |
| 3M | -5.2% | +2.4% | -7.5% | -6.2% |
| 6M | -22.3% | +12.0% | -34.3% | -28.6% |
| YTD | +8.4% | +15.3% | -6.9% | -2.4% |
| 1Y | +50.1% | +22.6% | +27.5% | +28.6% |
| 3Y | +155.3% | +74.7% | +80.7% | +61.9% |
| 5Y | +68.7% | +66.1% | +2.5% | +13.2% |
| 10Y | -47.7% | +225.0% | -272.7% | -80.3% |
| All | +1.8% | +374.2% | -372.4% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling