-16.1%
MCD vs GME
-16.6%
+0.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.9% |
| 6M | -20.9% | -22.5% | +1.6% | -20.6% |
| YTD | -14.7% | -5.9% | -8.7% | -14.8% |
| 1Y | -16.1% | -18.6% | +2.5% | -16.5% |
| All | -16.1% | -16.6% | +0.5% | -16.5% |
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