+105.3%
TTWO vs MDB
+1,017.4%
-912.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +1.0% |
| 7D | -8.8% | -17.4% | +8.6% | -5.9% |
| 30D | -8.6% | -2.0% | -6.6% | -8.8% |
| 3M | -0.9% | -3.0% | +2.1% | -1.4% |
| 6M | -0.5% | +48.7% | -49.2% | -9.3% |
| YTD | -16.1% | -12.1% | -4.0% | -16.7% |
| 1Y | -10.8% | +14.5% | -25.3% | -16.2% |
| 3Y | +51.4% | -6.1% | +57.5% | +37.8% |
| 5Y | +33.7% | -27.3% | +61.0% | +16.2% |
| All | +105.3% | +1,017.4% | -912.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling