+33.8%
TTWO vs MLM
+43.0%
-9.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -13.5% | -6.5% | -7.0% | -11.5% |
| 3M | +0.3% | -7.4% | +7.8% | +2.5% |
| 6M | +0.8% | -15.8% | +16.7% | +5.9% |
| YTD | -16.7% | -17.4% | +0.7% | -12.3% |
| 1Y | -14.3% | -17.9% | +3.6% | -9.7% |
| 3Y | +49.4% | +18.9% | +30.5% | +31.7% |
| 5Y | +33.8% | +43.4% | -9.7% | +9.5% |
| All | +33.8% | +43.0% | -9.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling