+22.6%
MUB vs VO
+202.1%
-179.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +3.6% | +2.0% | +1.6% | +3.4% |
| 3M | -0.5% | -0.3% | -0.2% | -0.5% |
| 6M | -0.6% | +7.3% | -7.9% | -1.2% |
| YTD | +0.3% | +15.0% | -14.7% | -0.9% |
| 1Y | +0.4% | +14.7% | -14.3% | -0.8% |
| 3Y | +10.8% | +67.3% | -56.5% | +6.0% |
| 5Y | +3.4% | +38.8% | -35.4% | +0.3% |
| 10Y | +22.6% | +201.6% | -179.0% | +10.0% |
| All | +22.6% | +202.1% | -179.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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