+2,396.1%
MUU vs GNRC
+13.0%
+2,383.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -4.6% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | +10.2% | -15.7% | +25.9% | +34.9% |
| 3M | -26.5% | -27.3% | +0.8% | +17.3% |
| 6M | +227.2% | -12.1% | +239.3% | +346.3% |
| YTD | +527.4% | +37.1% | +490.3% | +447.7% |
| 1Y | +1,843.7% | -0.5% | +1,844.1% | +2,210.3% |
| All | +2,396.1% | +13.0% | +2,383.1% | +1,914.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling