+23.3%
MDT vs TTWO
+50.8%
-27.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | +0.2% | -11.3% | +11.5% | +1.1% |
| 3M | +14.3% | +1.6% | +12.7% | +14.4% |
| 6M | +4.0% | +2.1% | +1.9% | +3.9% |
| YTD | -3.7% | -15.8% | +12.2% | -2.4% |
| 1Y | -0.4% | -12.6% | +12.2% | +0.5% |
| 3Y | +23.3% | +48.2% | -24.9% | +18.0% |
| All | +23.3% | +50.8% | -27.5% | +18.0% |
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