+832.4%
MDT vs TTWO
+5,817.5%
-4,985.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +1.0% | -13.4% | +14.4% | +2.3% |
| 3M | +15.2% | +3.1% | +12.1% | +14.8% |
| 6M | +3.7% | +3.8% | -0.1% | +3.1% |
| YTD | -3.0% | -15.3% | +12.3% | -1.9% |
| 1Y | +2.5% | -11.1% | +13.6% | +3.1% |
| 3Y | +26.5% | +52.0% | -25.5% | +20.5% |
| 5Y | -18.3% | +40.9% | -59.2% | -22.4% |
| 10Y | +40.2% | +407.6% | -367.5% | +18.0% |
| All | +832.4% | +5,817.5% | -4,985.0% | +506.6% |
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 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