+1,272.2%
MUU vs TTD
-86.3%
+1,358.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.5% |
| 7D | +24.7% | +21.3% | +3.4% | +21.2% |
| 30D | -35.1% | +28.7% | -63.9% | -37.3% |
| 3M | -44.3% | +7.7% | -52.0% | -45.1% |
| 6M | -44.4% | -23.5% | -21.0% | -43.2% |
| YTD | +244.9% | -58.7% | +303.6% | +316.7% |
| 1Y | +365.6% | -63.4% | +429.0% | +487.8% |
| All | +1,272.2% | -86.3% | +1,358.6% | +1,333.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling