+394.9%
TTWO vs MDY
+177.2%
+217.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +0.4% | -1.9% | +2.2% | +1.4% |
| 30D | -11.3% | -4.6% | -6.7% | -9.0% |
| 3M | +1.6% | -1.2% | +2.8% | +2.2% |
| 6M | +2.1% | +9.2% | -7.1% | -3.3% |
| YTD | -15.8% | +13.1% | -28.9% | -21.9% |
| 1Y | -12.6% | +13.0% | -25.6% | -19.0% |
| 3Y | +48.2% | +49.2% | -1.0% | +15.5% |
| 5Y | +40.0% | +47.2% | -7.3% | +9.2% |
| All | +394.9% | +177.2% | +217.7% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling