+5.4%
MUB vs VIK
+228.1%
-222.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.9% | -3.0% | +2.2% | -0.8% |
| 30D | -1.4% | -20.7% | +19.3% | -1.1% |
| 3M | -2.2% | -4.6% | +2.5% | -2.1% |
| 6M | -1.9% | +14.0% | -15.9% | -2.1% |
| YTD | -0.8% | +20.2% | -20.9% | -1.1% |
| 1Y | +2.7% | +36.0% | -33.3% | +2.3% |
| All | +5.4% | +228.1% | -222.7% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling