-100.0%
VIVK vs MUB
+7.4%
-107.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.6% |
| 7D | -9.5% | -1.2% | -8.2% | -7.5% |
| 30D | -35.1% | -2.8% | -32.4% | -31.9% |
| 3M | -93.4% | -3.1% | -90.3% | -93.0% |
| 6M | -98.0% | -2.9% | -95.1% | -97.9% |
| YTD | -97.9% | -2.0% | -95.8% | -97.7% |
| 1Y | -100.0% | 0.0% | -99.9% | -100.0% |
| All | -100.0% | +7.4% | -107.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling