-17.2%
TTWO vs MDY
+17.5%
-34.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | +7.0% | +1.7% | +5.3% | +6.5% |
| 30D | +2.7% | +1.2% | +1.5% | +2.3% |
| 3M | -13.0% | -3.5% | -9.6% | -12.3% |
| 6M | -7.2% | +3.5% | -10.8% | -8.2% |
| YTD | -18.4% | +13.6% | -32.0% | -20.6% |
| 1Y | -17.2% | +17.1% | -34.3% | -20.0% |
| All | -17.2% | +17.5% | -34.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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