+3.8%
TTWO vs MDLN
-25.6%
+29.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.6% | +3.3% |
| 7D | +1.3% | -11.5% | +12.8% | +2.7% |
| 30D | -13.4% | -7.6% | -5.8% | -12.7% |
| 3M | +3.1% | -11.4% | +14.4% | +4.9% |
| 6M | +3.8% | -24.5% | +28.2% | +8.3% |
| All | +3.8% | -25.6% | +29.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 6mo: compounded portfolio wealth divided by compounded MDLN 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…
6mo analysis · Full analysis span regression · 6 months rolling