-100.0%
VIVK vs MUB
+58.9%
-158.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +13.1% | -0.3% | +13.3% | +13.2% |
| 30D | -29.7% | -1.5% | -28.1% | -29.1% |
| 3M | -93.0% | -1.9% | -91.0% | -92.9% |
| 6M | -98.0% | -1.7% | -96.3% | -97.9% |
| YTD | -97.8% | -0.8% | -97.0% | -97.7% |
| 1Y | -100.0% | +1.5% | -101.5% | -100.0% |
| 3Y | -100.0% | +8.8% | -108.8% | -100.0% |
| 5Y | -100.0% | +2.0% | -102.0% | -100.0% |
| 10Y | -100.0% | +18.0% | -118.0% | -100.0% |
| All | -100.0% | +58.9% | -158.9% | -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 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