+5,291.1%
TTWO vs MDY
+1,913.4%
+3,377.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -2.3% | -0.8% | -1.5% | -1.7% |
| 30D | -16.7% | -3.9% | -12.9% | -14.1% |
| 3M | -0.4% | 0.0% | -0.4% | -0.6% |
| 6M | -1.6% | +8.5% | -10.2% | -8.5% |
| YTD | -17.5% | +13.2% | -30.8% | -25.9% |
| 1Y | -14.8% | +15.0% | -29.8% | -24.7% |
| 3Y | +47.9% | +49.6% | -1.7% | +3.1% |
| 5Y | +34.5% | +46.0% | -11.6% | -5.6% |
| 10Y | +394.0% | +176.4% | +217.7% | +84.1% |
| All | +5,291.1% | +1,913.4% | +3,377.7% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling