+965.6%
VLO vs MUB
+76.3%
+889.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -0.9% | +6.1% | +5.7% |
| 30D | +22.6% | -1.4% | +24.0% | +23.5% |
| 3M | +43.8% | -2.2% | +45.9% | +45.4% |
| 6M | +65.7% | -1.9% | +67.6% | +67.2% |
| YTD | +131.1% | -0.8% | +131.9% | +131.6% |
| 1Y | +143.6% | +2.7% | +140.9% | +139.1% |
| 3Y | +201.4% | +8.6% | +192.8% | +184.7% |
| 5Y | +568.9% | +2.0% | +566.8% | +558.8% |
| 10Y | +891.8% | +17.9% | +873.9% | +824.3% |
| All | +965.6% | +76.3% | +889.3% | +654.7% |
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