+213.1%
VNQ vs MUB
+75.4%
+137.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.3% |
| 30D | -2.2% | -2.0% | -0.3% | -0.6% |
| 3M | -1.9% | -2.5% | +0.6% | +0.2% |
| 6M | +3.2% | -2.3% | +5.6% | +5.3% |
| YTD | +9.4% | -1.3% | +10.7% | +10.7% |
| 1Y | +7.5% | +1.1% | +6.4% | +6.6% |
| 3Y | +31.1% | +8.2% | +22.9% | +23.7% |
| 5Y | +6.6% | +1.5% | +5.1% | +4.8% |
| 10Y | +63.9% | +17.6% | +46.4% | +52.7% |
| All | +213.1% | +75.4% | +137.7% | +195.3% |
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