+46.2%
GLD vs MUU
+1,403.4%
-1,357.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.7% |
| 7D | -5.5% | +43.7% | -49.1% | -6.7% |
| 30D | -7.0% | -37.2% | +30.2% | -6.0% |
| 3M | -12.4% | -36.1% | +23.7% | -11.7% |
| 6M | -18.0% | -35.7% | +17.7% | -18.8% |
| YTD | -10.5% | +264.0% | -274.4% | -16.0% |
| 1Y | -8.1% | +359.1% | -367.2% | -14.3% |
| All | +46.2% | +1,403.4% | -1,357.2% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 MUU 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