+48.2%
TTWO vs MKC
-31.4%
+79.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.4% | -1.5% | +1.8% | +0.3% |
| 30D | -11.3% | -3.1% | -8.2% | -11.4% |
| 3M | +1.6% | +5.2% | -3.6% | +1.8% |
| 6M | +2.1% | -12.8% | +14.9% | +2.1% |
| YTD | -15.8% | -23.3% | +7.4% | -15.6% |
| 1Y | -12.6% | -24.1% | +11.5% | -12.3% |
| 3Y | +48.2% | -32.1% | +80.3% | +47.4% |
| All | +48.2% | -31.4% | +79.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling