+1,975.8%
TTWO vs MXL
+315.4%
+1,660.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.7% |
| 7D | +0.4% | +18.9% | -18.5% | -2.0% |
| 30D | -11.3% | +0.3% | -11.7% | -11.8% |
| 3M | +1.6% | -8.0% | +9.6% | -0.6% |
| 6M | +2.1% | +341.2% | -339.2% | -26.1% |
| YTD | -15.8% | +327.8% | -343.7% | -39.1% |
| 1Y | -12.6% | +364.9% | -377.5% | -38.2% |
| 3Y | +48.2% | +229.2% | -181.0% | +0.5% |
| 5Y | +40.0% | +42.8% | -2.8% | +5.6% |
| 10Y | +404.1% | +303.1% | +101.1% | +180.1% |
| All | +1,975.8% | +315.4% | +1,660.4% | +940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling