+17.3%
MUB vs GME
+285.6%
-268.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.4% |
| 7D | -0.8% | +10.4% | -11.2% | -0.8% |
| 30D | -2.4% | +14.1% | -16.5% | -2.4% |
| 3M | -2.8% | -4.6% | +1.8% | -2.8% |
| 6M | -2.2% | -13.5% | +11.3% | -2.2% |
| YTD | -1.6% | +5.3% | -6.9% | -1.6% |
| 1Y | 0.0% | -14.9% | +14.9% | +0.1% |
| 3Y | +7.9% | +24.3% | -16.4% | +7.6% |
| 5Y | +1.2% | -55.6% | +56.8% | +1.0% |
| All | +17.3% | +285.6% | -268.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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