-16.3%
GME vs MTB
+22.5%
-38.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +8.3% | -4.6% | +12.9% | +8.9% |
| 3M | -9.1% | +7.4% | -16.5% | -10.2% |
| 6M | -16.3% | +18.7% | -35.0% | -19.2% |
| YTD | +1.5% | +21.1% | -19.5% | -2.6% |
| 1Y | -16.3% | +24.1% | -40.4% | -20.8% |
| All | -16.3% | +22.5% | -38.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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