+110.7%
MCK vs GME
+18.5%
+92.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | +0.1% |
| 7D | -2.9% | +10.4% | -13.3% | -2.7% |
| 30D | +0.4% | +14.1% | -13.7% | +0.7% |
| 3M | +12.1% | -4.6% | +16.7% | +12.0% |
| 6M | -5.4% | -13.5% | +8.1% | -5.6% |
| YTD | +7.8% | +5.3% | +2.5% | +8.0% |
| 1Y | +22.9% | -14.9% | +37.8% | +22.7% |
| 3Y | +110.7% | +24.3% | +86.5% | +123.5% |
| All | +110.7% | +18.5% | +92.2% | +123.5% |
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 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