+1,348.1%
MUU vs TTD
-86.5%
+1,434.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.8% |
| 7D | +43.7% | +20.8% | +22.9% | +39.8% |
| 30D | -37.2% | +27.1% | -64.4% | -39.2% |
| 3M | -36.1% | +14.7% | -50.8% | -37.6% |
| 6M | -35.7% | -26.8% | -8.9% | -33.6% |
| YTD | +264.0% | -59.2% | +323.2% | +340.8% |
| 1Y | +359.1% | -64.7% | +423.8% | +485.2% |
| All | +1,348.1% | -86.5% | +1,434.6% | +1,415.8% |
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