+177.5%
MCD vs TTWO
+410.0%
-232.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.5% |
| 7D | -2.5% | +1.3% | -3.9% | -2.7% |
| 30D | -7.0% | -13.4% | +6.3% | -5.5% |
| 3M | -9.8% | +3.1% | -12.9% | -10.3% |
| 6M | -21.8% | +3.8% | -25.5% | -22.4% |
| YTD | -15.6% | -15.3% | -0.3% | -14.3% |
| 1Y | -15.2% | -11.1% | -4.1% | -14.5% |
| 3Y | -2.6% | +52.0% | -54.5% | -9.2% |
| 5Y | +18.9% | +40.9% | -22.1% | +10.1% |
| All | +177.5% | +410.0% | -232.5% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling