+3,105.8%
MCO vs GME
+1,127.7%
+1,978.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.7% |
| 7D | -3.1% | +4.8% | -8.0% | -3.4% |
| 30D | -0.5% | +5.9% | -6.4% | -0.9% |
| 3M | +5.7% | -10.7% | +16.4% | +6.3% |
| 6M | +3.0% | -19.8% | +22.8% | +4.2% |
| YTD | -6.5% | -0.9% | -5.5% | -6.7% |
| 1Y | -5.8% | -15.7% | +9.9% | -5.1% |
| 3Y | +43.1% | +12.3% | +30.8% | +30.1% |
| 5Y | +29.5% | -60.1% | +89.5% | +20.8% |
| 10Y | +388.8% | +265.3% | +123.5% | +101.9% |
| All | +3,105.8% | +1,127.7% | +1,978.2% | +921.0% |
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