+5,386.4%
TTWO vs MLM
+2,808.0%
+2,578.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | +13.0% | -4.1% | +17.1% | +14.5% |
| 30D | +5.3% | +8.2% | -2.8% | +2.4% |
| 3M | -7.6% | -3.6% | -4.0% | -6.7% |
| 6M | -3.2% | -15.6% | +12.3% | +1.5% |
| YTD | -16.1% | -16.4% | +0.4% | -12.2% |
| 1Y | -14.9% | -14.3% | -0.5% | -11.7% |
| 3Y | +59.9% | +19.3% | +40.6% | +46.0% |
| 5Y | +14.8% | +29.6% | -14.8% | +0.5% |
| 10Y | +344.9% | +189.9% | +154.9% | +166.2% |
| All | +5,386.4% | +2,808.0% | +2,578.4% | +1,592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling