-5.4%
MCK vs GME
-12.9%
+7.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | 0.0% |
| 7D | -2.9% | +10.4% | -13.3% | -3.1% |
| 30D | +0.4% | +14.1% | -13.7% | +0.2% |
| 3M | +12.1% | -4.6% | +16.7% | +11.8% |
| 6M | -5.4% | -13.5% | +8.1% | -6.5% |
| All | -5.4% | -12.9% | +7.5% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling