+2,620.0%
MUU vs GPC
+10.4%
+2,609.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.1% | +10.5% | +11.5% |
| 7D | +17.4% | +1.2% | +16.2% | +17.2% |
| 30D | +24.0% | +6.0% | +18.0% | +23.1% |
| 3M | -23.9% | +42.6% | -66.5% | -32.8% |
| 6M | +284.4% | +22.8% | +261.7% | +258.8% |
| YTD | +583.7% | +15.5% | +568.3% | +549.2% |
| 1Y | +2,981.5% | +2.0% | +2,979.4% | +3,039.0% |
| All | +2,620.0% | +10.4% | +2,609.6% | +2,305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling