+2,064.2%
MCD vs TTWO
+6,113.7%
-4,049.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.6% | +6.0% | -7.7% | -2.1% |
| 30D | +14.1% | +13.2% | +0.9% | +13.0% |
| 3M | +0.6% | -5.8% | +6.4% | +1.0% |
| 6M | 0.0% | +0.4% | -0.3% | -0.3% |
| YTD | -9.3% | -11.0% | +1.7% | -8.9% |
| 1Y | -9.3% | -4.1% | -5.2% | -9.4% |
| 3Y | +8.6% | +51.8% | -43.2% | +4.1% |
| 5Y | +21.9% | +21.3% | +0.6% | +17.7% |
| 10Y | +202.8% | +375.1% | -172.3% | +160.5% |
| All | +2,064.2% | +6,113.7% | -4,049.5% | +1,436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling