+28.6%
MCO vs GME
-57.9%
+86.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | -7.3% | +6.0% | -13.4% | -7.6% |
| 30D | -1.7% | +8.3% | -10.0% | -2.1% |
| 3M | +3.9% | -9.1% | +13.0% | +4.4% |
| 6M | +3.8% | -16.3% | +20.1% | +4.6% |
| YTD | -7.9% | +1.5% | -9.4% | -8.2% |
| 1Y | -6.8% | -16.3% | +9.5% | -6.3% |
| 3Y | +40.9% | +15.1% | +25.8% | +27.6% |
| All | +28.6% | -57.9% | +86.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling