+1.5%
MUB vs VCLT
-15.5%
+17.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.0% | +0.1% | -2.1% | -2.0% |
| 3M | -2.5% | -2.9% | +0.3% | -1.9% |
| 6M | -2.3% | -4.0% | +1.6% | -1.4% |
| YTD | -1.3% | -2.2% | +1.0% | -0.8% |
| 1Y | +1.1% | -2.6% | +3.7% | +1.7% |
| 3Y | +8.2% | +12.3% | -4.1% | +5.2% |
| 5Y | +1.5% | -16.4% | +17.8% | +2.1% |
| All | +1.5% | -15.5% | +17.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling