+5,439.7%
TTWO vs MCO
+6,392.7%
-952.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.3% |
| 7D | +1.3% | -7.3% | +8.6% | +4.0% |
| 30D | -13.4% | -1.7% | -11.7% | -13.0% |
| 3M | +3.1% | +3.9% | -0.8% | +1.5% |
| 6M | +3.8% | +3.8% | 0.0% | +2.1% |
| YTD | -15.3% | -7.9% | -7.4% | -13.5% |
| 1Y | -11.1% | -6.8% | -4.2% | -9.8% |
| 3Y | +52.0% | +40.9% | +11.0% | +32.2% |
| 5Y | +40.9% | +27.5% | +13.4% | +25.6% |
| 10Y | +407.6% | +381.4% | +26.2% | +187.0% |
| All | +5,439.7% | +6,392.7% | -952.9% | +1,527.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 all: compounded portfolio wealth divided by compounded MCO 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…
all analysis · Full analysis span regression · 6 months rolling