+2,926.4%
V vs MUB
+74.6%
+2,851.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | -0.9% | -0.9% | -1.3% |
| 30D | +2.0% | -1.4% | +3.4% | +2.6% |
| 3M | +17.4% | -2.2% | +19.5% | +18.6% |
| 6M | +17.5% | -1.9% | +19.4% | +18.5% |
| YTD | +7.6% | -0.8% | +8.4% | +8.0% |
| 1Y | +7.7% | +2.7% | +5.0% | +6.3% |
| 3Y | +54.7% | +8.6% | +46.1% | +48.8% |
| 5Y | +73.0% | +2.0% | +71.0% | +70.7% |
| 10Y | +390.9% | +17.9% | +372.9% | +368.2% |
| All | +2,926.4% | +74.6% | +2,851.8% | +2,412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling