+73.9%
MUB vs VYM
+460.0%
-386.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.5% | -1.3% | -0.3% | -1.5% |
| 3M | -1.9% | +4.1% | -6.0% | -2.1% |
| 6M | -1.7% | +9.8% | -11.5% | -2.0% |
| YTD | -0.8% | +15.3% | -16.1% | -1.3% |
| 1Y | +1.5% | +20.0% | -18.5% | +0.8% |
| 3Y | +8.8% | +66.2% | -57.5% | +6.8% |
| 5Y | +2.0% | +77.5% | -75.5% | -0.2% |
| 10Y | +18.0% | +201.7% | -183.8% | +13.4% |
| All | +73.9% | +460.0% | -386.1% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling