+321.1%
VMC vs MUB
+77.1%
+244.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.3% |
| 30D | +15.3% | +2.4% | +12.8% | +13.9% |
| 3M | +0.3% | -1.1% | +1.4% | +0.8% |
| 6M | +0.9% | -1.0% | +1.9% | +1.4% |
| YTD | -1.0% | -0.3% | -0.7% | -0.7% |
| 1Y | -4.3% | 0.0% | -4.3% | -4.2% |
| 3Y | +35.3% | +10.2% | +25.2% | +30.3% |
| 5Y | +44.4% | +2.9% | +41.5% | +42.2% |
| 10Y | +128.0% | +21.9% | +106.1% | +122.4% |
| All | +321.1% | +77.1% | +244.0% | +295.3% |
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