+895.7%
VUG vs MUB
+77.6%
+818.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.5% |
| 30D | -8.9% | +3.4% | -12.3% | -10.5% |
| 3M | -5.9% | -0.7% | -5.2% | -5.6% |
| 6M | -3.3% | -1.0% | -2.3% | -2.8% |
| YTD | +3.4% | 0.0% | +3.4% | +3.5% |
| 1Y | +1.9% | +0.4% | +1.5% | +1.8% |
| 3Y | +76.9% | +10.5% | +66.4% | +68.2% |
| 5Y | +63.9% | +3.1% | +60.8% | +60.3% |
| 10Y | +396.2% | +22.0% | +374.2% | +370.0% |
| All | +895.7% | +77.6% | +818.1% | +734.1% |
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