+4.9%
MUB vs VIK
+225.3%
-220.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -2.0% | -18.0% | +16.1% | -1.7% |
| 3M | -2.5% | -5.8% | +3.3% | -2.5% |
| 6M | -2.3% | +17.2% | -19.5% | -2.6% |
| YTD | -1.3% | +19.1% | -20.4% | -1.6% |
| 1Y | +1.1% | +33.6% | -32.5% | +0.7% |
| All | +4.9% | +225.3% | -220.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling