+2,396.1%
MUU vs VMC
+7.2%
+2,388.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | -8.2% | -3.8% | -4.5% | -4.8% |
| 30D | +10.2% | -9.7% | +19.9% | +21.9% |
| 3M | -26.5% | -9.6% | -16.9% | -21.1% |
| 6M | +227.2% | -4.8% | +232.1% | +225.7% |
| YTD | +527.4% | -10.9% | +538.3% | +547.7% |
| 1Y | +1,843.7% | -15.6% | +1,859.3% | +2,047.6% |
| All | +2,396.1% | +7.2% | +2,388.9% | +2,051.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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