+2,396.1%
MUU vs GWRE
-23.1%
+2,419.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -8.2% | -13.2% | +5.0% | -9.2% |
| 30D | +10.2% | -18.6% | +28.7% | +8.1% |
| 3M | -26.5% | +18.9% | -45.4% | -32.6% |
| 6M | +227.2% | -11.0% | +238.2% | +237.6% |
| YTD | +527.4% | -29.9% | +557.3% | +652.4% |
| 1Y | +1,843.7% | -44.3% | +1,888.0% | +2,721.8% |
| All | +2,396.1% | -23.1% | +2,419.2% | +1,796.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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