+48.2%
TTWO vs MTCH
-0.9%
+49.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -11.3% | +15.9% | -27.2% | -13.0% |
| 3M | +1.6% | +23.3% | -21.7% | -1.1% |
| 6M | +2.1% | +40.1% | -38.1% | -2.1% |
| YTD | -15.8% | +33.6% | -49.4% | -18.9% |
| 1Y | -12.6% | +14.1% | -26.7% | -14.8% |
| 3Y | +48.2% | +1.4% | +46.8% | +45.5% |
| All | +48.2% | -0.9% | +49.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling