+1,272.2%
MUU vs GTLB
-10.4%
+1,282.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -5.7% |
| 7D | +24.7% | -0.7% | +25.4% | +25.1% |
| 30D | -35.1% | -10.2% | -24.9% | -30.5% |
| 3M | -44.3% | +10.1% | -54.4% | -45.7% |
| 6M | -44.4% | +116.5% | -160.9% | -63.8% |
| YTD | +244.9% | +27.2% | +217.7% | +206.4% |
| 1Y | +365.6% | +8.6% | +357.1% | +375.3% |
| All | +1,272.2% | -10.4% | +1,282.6% | +1,432.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling