+13.1%
MUB vs VLTO
+54.8%
-41.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.7% | +5.4% | -4.7% | +0.5% |
| 30D | +4.4% | +22.3% | -17.9% | +3.7% |
| 3M | -0.2% | +19.6% | -19.8% | -0.7% |
| 6M | -0.6% | +35.2% | -35.8% | -1.5% |
| YTD | +0.3% | +17.9% | -17.5% | -0.2% |
| 1Y | +0.8% | +19.5% | -18.7% | +0.1% |
| 3Y | +12.0% | +73.9% | -61.9% | +10.6% |
| All | +13.1% | +54.8% | -41.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling