+1.2%
MUB vs GNRC
-58.7%
+59.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -2.4% | -15.7% | +13.4% | -2.1% |
| 3M | -2.8% | -27.3% | +24.5% | -2.4% |
| 6M | -2.2% | -12.1% | +9.8% | -2.1% |
| YTD | -1.6% | +37.1% | -38.7% | -2.2% |
| 1Y | 0.0% | -0.5% | +0.5% | -0.2% |
| 3Y | +7.9% | +61.5% | -53.6% | +6.4% |
| All | +1.2% | -58.7% | +59.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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