+5,439.7%
TTWO vs MTZ
+1,051.4%
+4,388.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +3.3% |
| 7D | +1.3% | 0.0% | +1.4% | +1.3% |
| 30D | -13.4% | -14.8% | +1.4% | -11.4% |
| 3M | +3.1% | -30.8% | +33.9% | +7.9% |
| 6M | +3.8% | -22.6% | +26.4% | +6.2% |
| YTD | -15.3% | +6.8% | -22.1% | -17.7% |
| 1Y | -11.1% | +22.1% | -33.2% | -15.7% |
| 3Y | +52.0% | +153.1% | -101.1% | +24.8% |
| 5Y | +40.9% | +161.4% | -120.5% | +13.0% |
| 10Y | +407.6% | +723.1% | -315.5% | +216.5% |
| All | +5,439.7% | +1,051.4% | +4,388.3% | +2,811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling