+171.7%
MPC vs TTWO
+49.4%
+122.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.3% |
| 7D | +3.9% | -1.6% | +5.4% | +4.0% |
| 30D | +33.8% | -13.5% | +47.2% | +35.2% |
| 3M | +49.9% | +0.3% | +49.5% | +49.2% |
| 6M | +80.9% | +0.8% | +80.1% | +79.7% |
| YTD | +147.4% | -16.7% | +164.1% | +151.4% |
| 1Y | +123.2% | -14.3% | +137.5% | +125.6% |
| 3Y | +171.7% | +49.4% | +122.3% | +163.3% |
| All | +171.7% | +49.4% | +122.3% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling