+49.2%
TTWO vs MUB
+7.4%
+41.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.4% |
| 7D | +1.3% | -1.2% | +2.6% | +2.5% |
| 30D | -13.4% | -2.8% | -10.6% | -11.1% |
| 3M | +3.1% | -3.1% | +6.1% | +6.1% |
| 6M | +3.8% | -2.9% | +6.6% | +6.6% |
| YTD | -15.3% | -2.0% | -13.2% | -13.6% |
| 1Y | -11.1% | 0.0% | -11.1% | -10.9% |
| All | +49.2% | +7.4% | +41.8% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling