+152.5%
VMC vs MUB
+17.4%
+135.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.7% |
| 7D | -5.3% | -0.7% | -4.6% | -4.5% |
| 30D | -12.3% | -2.0% | -10.3% | -10.2% |
| 3M | -10.3% | -2.5% | -7.7% | -7.5% |
| 6M | -8.6% | -2.3% | -6.2% | -5.9% |
| YTD | -11.9% | -1.3% | -10.6% | -10.3% |
| 1Y | -13.9% | +1.1% | -15.0% | -14.5% |
| 3Y | +18.2% | +8.2% | +10.0% | +9.2% |
| 5Y | +47.7% | +1.5% | +46.3% | +45.8% |
| 10Y | +152.5% | +17.6% | +134.9% | +152.4% |
| All | +152.5% | +17.4% | +135.1% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling