+73.9%
MUB vs VIG
+536.5%
-462.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -1.5% | -2.1% | +0.5% | -1.5% |
| 3M | -1.9% | +3.3% | -5.3% | -2.1% |
| 6M | -1.7% | +9.3% | -11.0% | -2.1% |
| YTD | -0.8% | +10.1% | -10.9% | -1.2% |
| 1Y | +1.5% | +14.7% | -13.2% | +0.9% |
| 3Y | +8.8% | +56.9% | -48.2% | +6.7% |
| 5Y | +2.0% | +62.9% | -60.9% | -0.2% |
| 10Y | +18.0% | +241.3% | -223.4% | +13.0% |
| All | +73.9% | +536.5% | -462.6% | +61.3% |
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