+294.0%
VMC vs MUB
+76.3%
+217.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -4.3% | -0.9% | -3.5% | -3.9% |
| 30D | -8.2% | -1.4% | -6.8% | -7.6% |
| 3M | -7.0% | -2.2% | -4.9% | -6.0% |
| 6M | -10.8% | -1.9% | -8.9% | -9.9% |
| YTD | -7.4% | -0.8% | -6.6% | -6.9% |
| 1Y | -9.5% | +2.7% | -12.2% | -10.3% |
| 3Y | +20.5% | +8.6% | +11.9% | +16.7% |
| 5Y | +51.6% | +2.0% | +49.5% | +49.8% |
| 10Y | +150.0% | +17.9% | +132.1% | +144.0% |
| All | +294.0% | +76.3% | +217.7% | +270.7% |
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