+2,637.3%
MCHP vs TTWO
+5,817.5%
-3,180.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.5% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -11.1% | -13.4% | +2.3% | -8.5% |
| 3M | -18.1% | +3.1% | -21.2% | -18.8% |
| 6M | +10.8% | +3.8% | +7.0% | +9.2% |
| YTD | +14.2% | -15.3% | +29.5% | +17.1% |
| 1Y | +13.5% | -11.1% | +24.6% | +15.0% |
| 3Y | -2.0% | +52.0% | -54.0% | -11.4% |
| 5Y | +1.4% | +40.9% | -39.6% | -8.3% |
| 10Y | +195.5% | +407.6% | -212.1% | +107.3% |
| All | +2,637.3% | +5,817.5% | -3,180.1% | +1,027.8% |
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 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