+40.9%
TTWO vs MET
+83.9%
-43.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | +1.6% | +11.6% | -10.0% | -1.9% |
| 6M | +2.1% | +40.8% | -38.7% | -8.1% |
| YTD | -15.8% | +25.7% | -41.5% | -21.8% |
| 1Y | -12.6% | +24.4% | -37.0% | -18.7% |
| 3Y | +48.2% | +67.5% | -19.3% | +23.1% |
| All | +40.9% | +83.9% | -43.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 5y: compounded portfolio wealth divided by compounded MET 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…
5y analysis · Full analysis span regression · 6 months rolling