+53.4%
GLD vs MUU
+1,042.7%
-989.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.0% | -1.1% |
| 7D | +4.7% | -42.8% | +47.5% | +6.3% |
| 30D | -0.9% | -63.6% | +62.7% | +2.1% |
| 3M | -4.4% | -48.5% | +44.1% | -2.9% |
| 6M | -13.6% | -36.9% | +23.4% | -14.3% |
| YTD | -6.0% | +176.7% | -182.7% | -10.9% |
| 1Y | +1.8% | +266.3% | -264.5% | -4.3% |
| All | +53.4% | +1,042.7% | -989.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling