-3.9%
MCD vs TTWO
-18.4%
+14.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.1% | -0.6% | +6.2% |
| 7D | +11.9% | +7.0% | +4.9% | +11.5% |
| 30D | +20.2% | +2.7% | +17.6% | +19.9% |
| 3M | +5.2% | -13.0% | +18.2% | +4.6% |
| 6M | 0.0% | -7.2% | +7.2% | -0.1% |
| YTD | -6.5% | -18.4% | +11.9% | -6.1% |
| 1Y | -3.9% | -17.2% | +13.3% | -3.5% |
| All | -3.9% | -18.4% | +14.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling