+43.4%
MMM vs TTWO
+23.0%
+20.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -0.4% | +6.0% | -6.4% | -1.4% |
| 30D | +12.1% | +13.2% | -1.1% | +9.9% |
| 3M | +1.4% | -5.8% | +7.2% | +2.0% |
| 6M | +26.6% | +0.4% | +26.2% | +25.7% |
| YTD | +16.8% | -11.0% | +27.8% | +18.3% |
| 1Y | +10.1% | -4.1% | +14.2% | +9.8% |
| 3Y | +158.4% | +51.8% | +106.6% | +134.9% |
| All | +43.4% | +23.0% | +20.3% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling