+55.5%
MUB vs GNRC
+2,077.0%
-2,021.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.5% |
| 7D | -0.7% | +3.2% | -3.9% | -0.7% |
| 30D | -2.0% | -9.5% | +7.5% | -1.9% |
| 3M | -2.5% | -28.5% | +26.0% | -2.2% |
| 6M | -2.3% | -10.0% | +7.6% | -2.3% |
| YTD | -1.3% | +36.7% | -38.0% | -1.7% |
| 1Y | +1.1% | +2.6% | -1.5% | +0.9% |
| 3Y | +8.2% | +61.9% | -53.7% | +7.3% |
| 5Y | +1.5% | -59.0% | +60.5% | +1.3% |
| 10Y | +17.6% | +444.8% | -427.2% | +16.7% |
| All | +55.5% | +2,077.0% | -2,021.4% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling