+2,683.6%
MUU vs TTD
-87.9%
+2,771.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.7% |
| 7D | +15.0% | -4.6% | +19.6% | +15.7% |
| 30D | +36.8% | +3.7% | +33.1% | +35.7% |
| 3M | -8.5% | -30.2% | +21.7% | -4.7% |
| 6M | +320.7% | -51.4% | +372.1% | +375.9% |
| YTD | +599.7% | -63.4% | +663.1% | +762.5% |
| 1Y | +2,569.2% | -73.5% | +2,642.7% | +3,534.9% |
| All | +2,683.6% | -87.9% | +2,771.5% | +2,865.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling