+28.3%
TTWO vs MDB
-41.3%
+69.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +6.0% | +6.8% | -0.8% | +5.0% |
| 30D | +13.2% | -6.2% | +19.4% | +13.8% |
| 3M | -5.8% | -29.2% | +23.4% | -2.0% |
| 6M | +0.4% | +10.3% | -9.9% | -3.3% |
| YTD | -11.0% | -20.4% | +9.4% | -10.9% |
| 1Y | -4.1% | -4.8% | +0.7% | -7.0% |
| 3Y | +51.8% | -11.6% | +63.4% | +40.7% |
| All | +28.3% | -41.3% | +69.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling