+2,620.0%
MUU vs GTLB
-6.4%
+2,626.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.1% | +10.5% | +11.2% |
| 7D | +17.4% | +11.1% | +6.3% | +12.5% |
| 30D | +24.0% | +37.8% | -13.8% | +7.2% |
| 3M | -23.9% | +61.6% | -85.5% | -41.0% |
| 6M | +284.4% | +98.9% | +185.5% | +153.2% |
| YTD | +583.7% | +32.8% | +550.9% | +485.1% |
| 1Y | +2,981.5% | +14.7% | +2,966.8% | +2,896.1% |
| All | +2,620.0% | -6.4% | +2,626.5% | +2,825.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling