+53.1%
MMM vs TTWO
+406.5%
-353.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -9.8% | -11.3% | +1.5% | -8.2% |
| 3M | +4.9% | +1.6% | +3.3% | +4.4% |
| 6M | +7.3% | +2.1% | +5.3% | +6.5% |
| YTD | +4.5% | -15.8% | +20.3% | +6.6% |
| 1Y | +5.4% | -12.6% | +18.0% | +6.7% |
| 3Y | +98.6% | +48.2% | +50.4% | +83.4% |
| 5Y | +27.4% | +40.0% | -12.6% | +16.3% |
| All | +53.1% | +406.5% | -353.4% | +17.6% |
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