+287.6%
MP vs TTWO
+60.5%
+227.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +9.5% | +6.0% | +3.4% | +6.6% |
| 30D | -3.0% | +13.2% | -16.2% | -8.2% |
| 3M | -30.4% | -5.8% | -24.5% | -29.2% |
| 6M | -39.2% | +0.4% | -39.5% | -40.2% |
| YTD | -23.3% | -11.0% | -12.3% | -21.1% |
| 1Y | -32.6% | -4.1% | -28.5% | -32.8% |
| 3Y | +159.3% | +51.8% | +107.5% | +105.7% |
| 5Y | -16.4% | +21.3% | -37.7% | -32.2% |
| All | +287.6% | +60.5% | +227.1% | +204.5% |
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