+2,423.9%
MUU vs GTLB
-11.2%
+2,435.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -10.2% |
| 7D | +3.6% | -4.1% | +7.6% | +5.2% |
| 30D | +22.3% | +12.3% | +10.0% | +15.6% |
| 3M | -8.2% | +65.9% | -74.1% | -30.6% |
| 6M | +256.3% | +104.0% | +152.4% | +127.3% |
| YTD | +534.4% | +26.0% | +508.4% | +453.7% |
| 1Y | +2,163.5% | -3.5% | +2,167.0% | +2,413.4% |
| All | +2,423.9% | -11.2% | +2,435.1% | +2,668.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling