+120.9%
MPC vs TTWO
-10.0%
+130.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.4% | -8.8% | +14.2% | +5.4% |
| 30D | +31.0% | -8.6% | +39.6% | +30.9% |
| 3M | +46.0% | -0.9% | +46.9% | +45.6% |
| 6M | +77.3% | -0.5% | +77.8% | +77.3% |
| YTD | +141.9% | -16.1% | +158.1% | +145.6% |
| 1Y | +120.9% | -10.8% | +131.7% | +122.5% |
| All | +120.9% | -10.0% | +130.9% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling