+10.5%
MCD vs GME
+79.6%
-69.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.6% |
| 7D | +7.1% | +3.7% | +3.5% | +7.1% |
| 30D | +19.8% | +2.2% | +17.6% | +19.8% |
| 3M | +0.8% | +30.6% | -29.8% | +0.7% |
| 6M | -1.3% | -0.2% | -1.1% | -1.3% |
| YTD | -7.8% | +25.1% | -32.9% | -7.8% |
| 1Y | -5.0% | +17.7% | -22.6% | -5.0% |
| 3Y | +10.5% | +85.7% | -75.1% | +14.3% |
| All | +10.5% | +79.6% | -69.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling