+211.3%
MCD vs GME
+520.4%
-309.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | +5.9% | +5.8% | +0.2% | +5.9% |
| 30D | +19.6% | -3.7% | +23.3% | +19.7% |
| 3M | +3.3% | +33.6% | -30.3% | +2.9% |
| 6M | +3.5% | +5.4% | -1.9% | +3.4% |
| YTD | -6.1% | +27.4% | -33.5% | -6.4% |
| 1Y | -3.7% | +19.0% | -22.7% | -3.9% |
| 3Y | +13.4% | +101.5% | -88.1% | +10.9% |
| 5Y | +25.2% | -50.5% | +75.6% | +23.4% |
| 10Y | +211.3% | +493.3% | -282.1% | +125.6% |
| All | +211.3% | +520.4% | -309.2% | +125.6% |
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