-3.9%
MCD vs GME
+15.0%
-18.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +6.4% |
| 7D | +11.9% | +7.8% | +4.1% | +11.6% |
| 30D | +20.2% | -0.4% | +20.6% | +20.1% |
| 3M | +5.2% | +30.9% | -25.7% | +4.1% |
| 6M | 0.0% | +5.5% | -5.4% | -0.2% |
| YTD | -6.5% | +25.2% | -31.7% | -8.8% |
| 1Y | -3.9% | +14.4% | -18.3% | -5.7% |
| All | -3.9% | +15.0% | -18.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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