+3.4%
MUB vs GME
-48.9%
+52.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | +3.6% | -6.2% | +9.8% | +3.7% |
| 3M | -0.5% | +35.8% | -36.3% | -0.7% |
| 6M | -0.6% | +10.3% | -10.9% | -0.7% |
| YTD | +0.3% | +27.2% | -27.0% | +0.1% |
| 1Y | +0.4% | +19.1% | -18.7% | +0.3% |
| 3Y | +10.8% | +103.7% | -93.0% | +9.4% |
| 5Y | +3.4% | -50.0% | +53.4% | +2.4% |
| All | +3.4% | -48.9% | +52.3% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling