+5,635.8%
TTWO vs MLM
+2,864.4%
+2,771.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.5% |
| 7D | +15.2% | -2.9% | +18.1% | +16.2% |
| 30D | +5.2% | +10.4% | -5.2% | +1.6% |
| 3M | -11.4% | -3.7% | -7.7% | -10.6% |
| 6M | +1.9% | -10.3% | +12.2% | +4.7% |
| YTD | -12.3% | -14.8% | +2.5% | -8.8% |
| 1Y | -4.0% | -13.9% | +9.9% | -0.7% |
| 3Y | +51.9% | +18.4% | +33.5% | +39.0% |
| 5Y | +22.9% | +31.8% | -8.9% | +7.0% |
| 10Y | +378.6% | +143.4% | +235.2% | +207.1% |
| All | +5,635.8% | +2,864.4% | +2,771.4% | +1,657.5% |
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 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