+2,396.1%
MUU vs GWW
+26.9%
+2,369.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.7% |
| 7D | -8.2% | -3.4% | -4.9% | -5.4% |
| 30D | +10.2% | -1.9% | +12.1% | +11.8% |
| 3M | -26.5% | -2.4% | -24.1% | -25.3% |
| 6M | +227.2% | +15.7% | +211.5% | +176.5% |
| YTD | +527.4% | +27.6% | +499.8% | +353.9% |
| 1Y | +1,843.7% | +27.2% | +1,816.5% | +1,317.2% |
| All | +2,396.1% | +26.9% | +2,369.2% | +1,630.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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