+2,396.1%
MUU vs GDDY
-39.0%
+2,435.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -0.5% |
| 7D | -8.2% | -3.2% | -5.0% | -9.0% |
| 30D | +10.2% | +6.8% | +3.4% | +13.1% |
| 3M | -26.5% | +30.5% | -57.0% | -20.4% |
| 6M | +227.2% | +13.3% | +213.9% | +253.4% |
| YTD | +527.4% | -21.0% | +548.4% | +685.4% |
| 1Y | +1,843.7% | -34.0% | +1,877.7% | +2,621.9% |
| All | +2,396.1% | -39.0% | +2,435.0% | +2,950.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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