+1,696.0%
MCD vs GME
+1,082.6%
+613.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | +7.2% | -10.0% | -3.1% |
| 30D | -6.0% | +0.8% | -6.8% | -6.1% |
| 3M | -5.6% | -14.0% | +8.4% | -5.1% |
| 6M | -21.9% | -19.7% | -2.1% | -21.4% |
| YTD | -14.7% | -4.6% | -10.1% | -14.7% |
| 1Y | -17.3% | -14.3% | -2.9% | -17.0% |
| 3Y | -2.2% | +4.0% | -6.2% | -6.8% |
| 5Y | +20.3% | -62.2% | +82.5% | +15.9% |
| 10Y | +180.7% | +241.4% | -60.7% | +65.5% |
| All | +1,696.0% | +1,082.6% | +613.4% | +687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling