+74.7%
MUB vs VIG
+570.1%
-495.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | +3.1% | -3.9% | -0.9% |
| 30D | +2.4% | +5.0% | -2.6% | +2.2% |
| 3M | -1.1% | +2.7% | -3.8% | -1.2% |
| 6M | -1.0% | +11.0% | -12.0% | -1.4% |
| YTD | -0.3% | +16.0% | -16.3% | -0.9% |
| 1Y | 0.0% | +16.3% | -16.3% | -0.7% |
| 3Y | +10.2% | +66.8% | -56.7% | +7.8% |
| 5Y | +2.9% | +64.8% | -61.9% | +0.6% |
| 10Y | +21.9% | +263.6% | -241.7% | +16.5% |
| All | +74.7% | +570.1% | -495.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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