+1.2%
MUB vs GDDY
+29.8%
-28.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.4% |
| 7D | -0.8% | -3.2% | +2.4% | -0.8% |
| 30D | -2.4% | +6.8% | -9.2% | -2.5% |
| 3M | -2.8% | +30.5% | -33.3% | -3.2% |
| 6M | -2.2% | +13.3% | -15.6% | -2.5% |
| YTD | -1.6% | -21.0% | +19.4% | -1.4% |
| 1Y | 0.0% | -34.0% | +34.0% | +0.5% |
| 3Y | +7.9% | +33.1% | -25.2% | +6.7% |
| All | +1.2% | +29.8% | -28.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling