+193.4%
MCD vs TTWO
+370.5%
-177.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +6.0% | -7.7% | -2.4% |
| 30D | +14.1% | +13.2% | +0.9% | +12.3% |
| 3M | +0.6% | -5.8% | +6.4% | +1.1% |
| 6M | 0.0% | +0.4% | -0.3% | -0.5% |
| YTD | -9.3% | -11.0% | +1.7% | -8.6% |
| 1Y | -9.3% | -4.1% | -5.2% | -9.5% |
| 3Y | +8.6% | +51.8% | -43.2% | +1.1% |
| 5Y | +21.9% | +21.3% | +0.6% | +15.6% |
| All | +193.4% | +370.5% | -177.1% | +135.8% |
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