+2,538.2%
MUU vs GME
-7.7%
+2,546.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | +13.9% | +0.4% | +13.5% | +13.8% |
| 30D | +24.8% | -1.4% | +26.2% | +25.4% |
| 3M | -15.7% | -15.1% | -0.6% | -12.0% |
| 6M | +338.9% | -22.5% | +361.4% | +370.6% |
| YTD | +563.2% | -5.9% | +569.1% | +561.1% |
| 1Y | +2,577.5% | -18.6% | +2,596.1% | +2,708.1% |
| All | +2,538.2% | -7.7% | +2,546.0% | +2,648.7% |
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