+20.4%
MUB vs VT
+215.5%
-195.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +0.9% |
| 30D | +4.4% | -5.0% | +9.3% | +4.8% |
| 3M | -0.4% | -4.9% | +4.4% | 0.0% |
| 6M | -0.9% | -1.5% | +0.7% | -0.8% |
| YTD | +0.1% | +8.5% | -8.4% | -0.7% |
| 1Y | +0.5% | +11.4% | -10.9% | -0.6% |
| 3Y | +11.7% | +70.1% | -58.4% | +6.1% |
| 5Y | +3.2% | +53.7% | -50.6% | -1.3% |
| All | +20.4% | +215.5% | -195.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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