+180.0%
MCD vs GME
+237.1%
-57.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.1% |
| 7D | -2.0% | +0.4% | -2.5% | -2.0% |
| 30D | -6.1% | -1.4% | -4.7% | -6.1% |
| 3M | -7.3% | -15.1% | +7.9% | -7.1% |
| 6M | -20.9% | -22.5% | +1.6% | -20.7% |
| YTD | -14.7% | -5.9% | -8.7% | -14.6% |
| 1Y | -16.1% | -18.6% | +2.5% | -16.0% |
| 3Y | -1.5% | +6.7% | -8.2% | -2.9% |
| 5Y | +20.4% | -62.0% | +82.4% | +19.1% |
| 10Y | +180.0% | +239.5% | -59.4% | +110.1% |
| All | +180.0% | +237.1% | -57.1% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling