+264.6%
MP vs TTWO
+58.2%
+206.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.3% | -11.7% | -6.5% |
| 7D | -3.6% | +15.2% | -18.8% | -9.4% |
| 30D | -21.0% | +5.2% | -26.2% | -23.0% |
| 3M | -33.3% | -11.4% | -21.9% | -30.6% |
| 6M | -45.9% | +1.9% | -47.8% | -47.2% |
| YTD | -27.8% | -12.3% | -15.6% | -25.4% |
| 1Y | -43.2% | -4.0% | -39.2% | -43.3% |
| 3Y | +144.0% | +51.9% | +92.1% | +93.5% |
| 5Y | -6.1% | +22.9% | -29.0% | -23.8% |
| All | +264.6% | +58.2% | +206.4% | +188.1% |
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