+504.3%
MUU vs TTD
-72.7%
+577.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.9% | -16.9% | -13.4% |
| 7D | -35.9% | +3.7% | -39.5% | -35.2% |
| 30D | -47.1% | +10.4% | -57.6% | -45.7% |
| 3M | -29.8% | -31.6% | +1.7% | -34.8% |
| 6M | +16.0% | -45.1% | +61.1% | +13.0% |
| YTD | +286.1% | -65.1% | +351.2% | +394.4% |
| 1Y | +504.3% | -72.0% | +576.3% | +906.2% |
| All | +504.3% | -72.7% | +577.0% | +906.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling