-1.5%
MCD vs TTWO
+49.4%
-50.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.0% | -1.6% | -0.5% | -2.0% |
| 30D | -6.1% | -13.5% | +7.3% | -5.5% |
| 3M | -7.3% | +0.3% | -7.6% | -7.4% |
| 6M | -20.9% | +0.8% | -21.8% | -21.1% |
| YTD | -14.7% | -16.7% | +2.0% | -13.5% |
| 1Y | -16.1% | -14.3% | -1.9% | -15.3% |
| 3Y | -1.5% | +49.4% | -50.9% | -6.5% |
| All | -1.5% | +49.4% | -50.9% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling