+1,254.3%
TTWO vs MUB
+76.3%
+1,178.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | -13.5% | -1.5% | -11.9% | -12.9% |
| 3M | +0.3% | -1.9% | +2.3% | +1.2% |
| 6M | +0.8% | -1.7% | +2.6% | +1.6% |
| YTD | -16.7% | -0.8% | -15.9% | -16.4% |
| 1Y | -14.3% | +1.5% | -15.8% | -14.8% |
| 3Y | +49.4% | +8.8% | +40.6% | +44.2% |
| 5Y | +33.8% | +2.0% | +31.8% | +31.9% |
| 10Y | +392.8% | +18.0% | +374.8% | +376.9% |
| All | +1,254.3% | +76.3% | +1,178.0% | +1,118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling