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  • MPC vs TTWO✓SelectedUSD · TTWOMPC vs TTWO performance historyLatest closeAs of+0.42%09/09
Stock and ETF performance explorer

MPC vs TTWO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,174.7%
TTWO return
+390.3%
Excess return
+784.4%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTTWOExcessAlpha
1D+0.4%-1.0%+1.4%+0.6%
7D+3.2%-2.3%+5.5%+3.6%
30D+25.0%-16.7%+41.8%+28.6%
3M+55.2%-0.4%+55.6%+54.6%
6M+86.4%-1.6%+88.0%+85.6%
YTD+148.5%-17.5%+166.0%+154.5%
1Y+121.7%-14.8%+136.5%+125.5%
3Y+172.9%+47.9%+125.0%+148.5%
5Y+679.9%+34.5%+645.5%+603.6%
10Y+1,174.7%+394.0%+780.7%+804.0%
All+1,174.7%+390.3%+784.4%+804.0%

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