+5,439.7%
TTWO vs MKC
+1,504.5%
+3,935.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +1.3% | -2.8% | +4.1% | +2.1% |
| 30D | -13.4% | -3.4% | -10.0% | -12.6% |
| 3M | +3.1% | +3.8% | -0.7% | +1.7% |
| 6M | +3.8% | -17.9% | +21.7% | +8.6% |
| YTD | -15.3% | -23.6% | +8.4% | -10.0% |
| 1Y | -11.1% | -23.1% | +12.0% | -6.1% |
| 3Y | +52.0% | -31.5% | +83.5% | +63.1% |
| 5Y | +40.9% | -33.1% | +74.0% | +49.6% |
| 10Y | +407.6% | +29.3% | +378.3% | +325.4% |
| All | +5,439.7% | +1,504.5% | +3,935.3% | +2,702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling