+19.4%
MCD vs TTWO
+33.4%
-14.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.9% | -2.3% | -0.5% | -2.7% |
| 30D | -6.7% | -16.7% | +10.0% | -5.7% |
| 3M | -9.6% | -0.4% | -9.1% | -9.6% |
| 6M | -22.3% | -1.6% | -20.7% | -22.4% |
| YTD | -15.4% | -17.5% | +2.1% | -14.4% |
| 1Y | -16.8% | -14.8% | -2.0% | -16.1% |
| 3Y | -2.4% | +47.9% | -50.3% | -6.3% |
| 5Y | +19.4% | +34.5% | -15.1% | +13.2% |
| All | +19.4% | +33.4% | -14.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling