+443.0%
MP vs TTWO
+48.7%
+394.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | -0.7% | -16.7% | +16.1% | +6.8% |
| 3M | 0.0% | -0.4% | +0.4% | -0.3% |
| 6M | -10.0% | -1.6% | -8.3% | -10.3% |
| YTD | +7.5% | -17.5% | +25.0% | +14.7% |
| 1Y | -14.0% | -14.8% | +0.8% | -10.0% |
| 3Y | +153.5% | +47.9% | +105.6% | +104.2% |
| 5Y | +62.7% | +34.5% | +28.3% | +32.9% |
| All | +443.0% | +48.7% | +394.3% | +342.9% |
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