+394.9%
TTWO vs MTZ
+773.6%
-378.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | -11.3% | -14.5% | +3.1% | -9.5% |
| 3M | +1.6% | -32.9% | +34.5% | +6.4% |
| 6M | +2.1% | -20.8% | +22.9% | +3.8% |
| YTD | -15.8% | +10.6% | -26.4% | -18.8% |
| 1Y | -12.6% | +27.1% | -39.7% | -17.7% |
| 3Y | +48.2% | +166.1% | -117.9% | +21.2% |
| 5Y | +40.0% | +170.7% | -130.7% | +12.0% |
| All | +394.9% | +773.6% | -378.7% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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