+2,408.7%
TTWO vs MET
+1,272.5%
+1,136.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.3% | -0.8% | -1.6% | -2.1% |
| 30D | -16.7% | -1.4% | -15.4% | -16.4% |
| 3M | -0.4% | +12.5% | -12.9% | -3.9% |
| 6M | -1.6% | +37.1% | -38.7% | -10.4% |
| YTD | -17.5% | +23.8% | -41.3% | -22.8% |
| 1Y | -14.8% | +24.1% | -38.9% | -20.5% |
| 3Y | +47.9% | +65.2% | -17.3% | +25.5% |
| 5Y | +34.5% | +82.3% | -47.8% | +9.6% |
| 10Y | +394.0% | +241.6% | +152.4% | +207.1% |
| All | +2,408.7% | +1,272.5% | +1,136.3% | +709.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling