-17.2%
TTWO vs MULL
+444.9%
-462.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -13.8% | +20.9% | +7.0% |
| 7D | +7.0% | -35.9% | +42.9% | +6.7% |
| 30D | +2.7% | -47.3% | +50.0% | +2.3% |
| 3M | -13.0% | -30.6% | +17.5% | -13.2% |
| 6M | -7.2% | +13.7% | -20.9% | -9.1% |
| YTD | -18.4% | +272.1% | -290.5% | -21.9% |
| 1Y | -17.2% | +475.1% | -492.3% | -22.9% |
| All | -17.2% | +444.9% | -462.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling