+2,423.9%
MUU vs GME
-0.4%
+2,424.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.5% | -11.8% | -10.1% |
| 7D | +3.6% | +6.0% | -2.5% | +1.6% |
| 30D | +22.3% | +8.3% | +14.0% | +19.2% |
| 3M | -8.2% | -9.1% | +0.8% | -6.2% |
| 6M | +256.3% | -16.3% | +272.7% | +272.8% |
| YTD | +534.4% | +1.5% | +532.9% | +517.0% |
| 1Y | +2,163.5% | -16.3% | +2,179.8% | +2,250.1% |
| All | +2,423.9% | -0.4% | +2,424.3% | +2,465.1% |
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