+48.2%
TTWO vs MXL
+222.8%
-174.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.0% |
| 7D | +0.4% | +18.9% | -18.5% | -0.3% |
| 30D | -11.3% | +0.3% | -11.7% | -11.5% |
| 3M | +1.6% | -8.0% | +9.6% | +0.9% |
| 6M | +2.1% | +341.2% | -339.2% | -9.9% |
| YTD | -15.8% | +327.8% | -343.7% | -25.7% |
| 1Y | -12.6% | +364.9% | -377.5% | -23.7% |
| 3Y | +48.2% | +229.2% | -181.0% | +26.7% |
| All | +48.2% | +222.8% | -174.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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