+199.5%
MCHP vs TTWO
+406.5%
-207.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.9% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | -6.0% | -11.3% | +5.3% | -1.9% |
| 3M | -19.7% | +1.6% | -21.3% | -20.7% |
| 6M | +14.0% | +2.1% | +12.0% | +11.4% |
| YTD | +18.4% | -15.8% | +34.3% | +24.1% |
| 1Y | +17.1% | -12.6% | +29.7% | +20.6% |
| 3Y | +0.7% | +48.2% | -47.5% | -16.9% |
| 5Y | +5.1% | +40.0% | -34.9% | -14.7% |
| All | +199.5% | +406.5% | -207.1% | +57.6% |
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