+74.1%
MUB vs VT
+363.9%
-289.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +3.2% | -1.4% | +4.6% | +3.3% |
| 3M | -1.1% | -1.4% | +0.3% | -1.0% |
| 6M | -1.1% | +5.5% | -6.6% | -1.4% |
| YTD | -0.5% | +12.8% | -13.3% | -1.0% |
| 1Y | 0.0% | +15.4% | -15.5% | -0.6% |
| 3Y | +10.9% | +76.9% | -66.0% | +8.3% |
| 5Y | +2.9% | +60.4% | -57.5% | +0.7% |
| 10Y | +19.7% | +232.8% | -213.1% | +14.3% |
| All | +74.1% | +363.9% | -289.8% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling