+73.9%
MUB vs VICR
+1,709.9%
-1,636.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -0.3% | +9.8% | -10.1% | -0.4% |
| 30D | -1.5% | -12.6% | +11.1% | -1.5% |
| 3M | -1.9% | -29.7% | +27.8% | -1.8% |
| 6M | -1.7% | +18.8% | -20.6% | -2.0% |
| YTD | -0.8% | +76.4% | -77.2% | -1.3% |
| 1Y | +1.5% | +282.4% | -280.9% | +0.4% |
| 3Y | +8.8% | +206.2% | -197.4% | +7.4% |
| 5Y | +2.0% | +53.9% | -51.9% | +0.8% |
| 10Y | +18.0% | +1,572.3% | -1,554.4% | +15.8% |
| All | +73.9% | +1,709.9% | -1,636.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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