-58.4%
GME vs MKC
-33.0%
-25.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +10.4% | -1.5% | +11.8% | +10.5% |
| 30D | +14.1% | -3.1% | +17.2% | +14.3% |
| 3M | -4.6% | +5.2% | -9.8% | -5.2% |
| 6M | -13.5% | -12.8% | -0.7% | -13.0% |
| YTD | +5.3% | -23.3% | +28.6% | +6.8% |
| 1Y | -14.9% | -24.1% | +9.2% | -13.7% |
| 3Y | +24.3% | -32.1% | +56.4% | +24.5% |
| All | -58.4% | -33.0% | -25.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling