+74.1%
MUB vs GME
+216.9%
-142.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -1.3% | +2.9% | -4.2% | -1.3% |
| 30D | +2.2% | -4.8% | +7.0% | +2.2% |
| 3M | -1.6% | +39.2% | -40.8% | -1.7% |
| 6M | -1.3% | +17.1% | -18.4% | -1.3% |
| YTD | -0.7% | +28.7% | -29.4% | -0.7% |
| 1Y | -0.2% | +23.3% | -23.5% | -0.2% |
| 3Y | +9.6% | +112.9% | -103.3% | +9.3% |
| 5Y | +2.6% | -48.8% | +51.4% | +2.3% |
| 10Y | +21.5% | +478.2% | -456.7% | +20.0% |
| All | +74.1% | +216.9% | -142.8% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling