+394.0%
TTWO vs MLM
+203.1%
+191.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.6% |
| 7D | -2.3% | -2.7% | +0.4% | -1.7% |
| 30D | -16.7% | -8.3% | -8.4% | -15.0% |
| 3M | -0.4% | -12.0% | +11.5% | +2.4% |
| 6M | -1.6% | -17.6% | +16.0% | +2.5% |
| YTD | -17.5% | -18.9% | +1.3% | -14.0% |
| 1Y | -14.8% | -17.6% | +2.8% | -11.6% |
| 3Y | +47.9% | +16.8% | +31.1% | +39.4% |
| 5Y | +34.5% | +41.0% | -6.6% | +20.2% |
| 10Y | +394.0% | +209.3% | +184.7% | +254.8% |
| All | +394.0% | +203.1% | +191.0% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling