We study the mu<0 branch of the minimal supergravity ansatz of the minimal supersymmetric standard model. The extent to which mu<0 is disfavoured compared to mu>0 in global fits is calculated with Markov Chain Monte Carlo methods and bridge sampling. The fits include state-of-the-art two-loop MSSM contributions to the electroweak observables M_W and sin^2 theta_w^l, as well as the anomalous magnetic moment of the muon (g-2)_mu, the relic density of dark matter and other relevant indirect observables. mu<0 is only marginally disfavoured in global fits and should be considered in mSUGRA analyses. We estimate that the ratio of probabilities is P(mu<0) / P(mu>0)=0.07-0.16.