+19.3%
TTWO vs MULL
+2,337.2%
-2,317.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +0.4% | -8.4% | +8.8% | +0.5% |
| 30D | -11.3% | +9.7% | -21.0% | -11.6% |
| 3M | +1.6% | -26.8% | +28.4% | +1.2% |
| 6M | +2.1% | +220.7% | -218.6% | -5.7% |
| YTD | -15.8% | +509.0% | -524.9% | -25.3% |
| 1Y | -12.6% | +1,739.5% | -1,752.1% | -28.6% |
| All | +19.3% | +2,337.2% | -2,317.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling