+1,106.1%
MUU vs GPC
-0.3%
+1,106.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.5% |
| 7D | -32.5% | +0.4% | -32.8% | -32.4% |
| 30D | -55.2% | -1.8% | -53.4% | -55.2% |
| 3M | -40.7% | -6.6% | -34.1% | -40.3% |
| 6M | -43.9% | +21.3% | -65.3% | -48.9% |
| YTD | +203.2% | +4.3% | +198.9% | +191.1% |
| 1Y | +257.0% | +3.3% | +253.8% | +244.0% |
| All | +1,106.1% | -0.3% | +1,106.3% | +978.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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