+265.1%
MU vs TTWO
-18.4%
+283.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.1% | -14.1% | -6.2% |
| 7D | -19.1% | +7.0% | -26.1% | -18.4% |
| 30D | -25.2% | +2.7% | -27.9% | -24.8% |
| 3M | -10.9% | -13.0% | +2.1% | -10.9% |
| 6M | +38.0% | -7.2% | +45.2% | +36.9% |
| YTD | +178.8% | -18.4% | +197.2% | +194.2% |
| 1Y | +265.1% | -17.2% | +282.4% | +278.3% |
| All | +265.1% | -18.4% | +283.6% | +278.3% |
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 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