+376.8%
V vs MUB
+17.9%
+358.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.1% | -0.3% | -0.8% | -0.8% |
| 30D | +1.9% | -1.5% | +3.4% | +3.4% |
| 3M | +15.5% | -1.9% | +17.5% | +17.8% |
| 6M | +16.6% | -1.7% | +18.3% | +18.6% |
| YTD | +5.7% | -0.8% | +6.5% | +6.5% |
| 1Y | +8.6% | +1.5% | +7.1% | +6.9% |
| 3Y | +52.5% | +8.8% | +43.7% | +39.5% |
| 5Y | +67.1% | +2.0% | +65.1% | +63.7% |
| 10Y | +376.8% | +18.0% | +358.8% | +334.1% |
| All | +376.8% | +17.9% | +358.9% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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