+0.7%
MUB vs VYM
+76.3%
-75.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.2% | -1.9% | +0.6% | -1.1% |
| 30D | -2.8% | -2.6% | -0.2% | -2.6% |
| 3M | -3.1% | +3.6% | -6.6% | -3.2% |
| 6M | -2.9% | +8.7% | -11.5% | -3.3% |
| YTD | -2.0% | +14.1% | -16.1% | -2.7% |
| 1Y | 0.0% | +17.8% | -17.8% | -0.9% |
| 3Y | +7.4% | +64.5% | -57.1% | +4.4% |
| All | +0.7% | +76.3% | -75.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling