-100.0%
VIVK vs MUB
+2.5%
-102.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.2% |
| 7D | -57.7% | -1.3% | -56.4% | -57.2% |
| 30D | -87.3% | +2.2% | -89.4% | -87.5% |
| 3M | -98.9% | -1.6% | -97.3% | -98.9% |
| 6M | -100.0% | -1.3% | -98.7% | -100.0% |
| YTD | -100.0% | -0.7% | -99.3% | -100.0% |
| 1Y | -100.0% | -0.2% | -99.8% | -100.0% |
| 3Y | -100.0% | +9.6% | -109.6% | -100.0% |
| All | -100.0% | +2.5% | -102.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling