+2,396.1%
MUU vs GTLB
-11.8%
+2,407.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -8.2% | -5.7% | -2.5% | -6.2% |
| 30D | +10.2% | +15.1% | -5.0% | +3.2% |
| 3M | -26.5% | +65.5% | -92.0% | -44.4% |
| 6M | +227.2% | +102.9% | +124.3% | +109.1% |
| YTD | +527.4% | +25.2% | +502.2% | +449.0% |
| 1Y | +1,843.7% | -5.5% | +1,849.2% | +2,091.4% |
| All | +2,396.1% | -11.8% | +2,407.8% | +2,645.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling