+64.6%
GLD vs MUU
+2,639.0%
-2,574.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.6% |
| 7D | +0.7% | +13.9% | -13.2% | +0.3% |
| 30D | +0.3% | +24.8% | -24.5% | -0.6% |
| 3M | +0.6% | -15.7% | +16.4% | -0.3% |
| 6M | -15.6% | +338.9% | -354.5% | -21.3% |
| YTD | +0.9% | +563.2% | -562.3% | -6.7% |
| 1Y | +19.4% | +2,577.5% | -2,558.1% | +8.2% |
| All | +64.6% | +2,639.0% | -2,574.4% | +48.7% |
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