-100.0%
VIVK vs MUB
+1.5%
-101.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.7% |
| 7D | -7.9% | -0.7% | -7.2% | -7.0% |
| 30D | -42.0% | -2.0% | -40.0% | -40.5% |
| 3M | -92.5% | -2.5% | -90.0% | -92.3% |
| 6M | -98.0% | -2.3% | -95.7% | -97.9% |
| YTD | -97.9% | -1.3% | -96.6% | -97.8% |
| 1Y | -100.0% | +1.1% | -101.1% | -100.0% |
| 3Y | -100.0% | +8.2% | -108.2% | -100.0% |
| All | -100.0% | +1.5% | -101.5% | -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