+935.2%
MDB vs GME
+493.4%
+441.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | -1.0% | +4.8% | -5.8% | -1.3% |
| 30D | -14.0% | -4.3% | -9.7% | -13.8% |
| 3M | -20.3% | +35.3% | -55.7% | -21.6% |
| 6M | +10.9% | +4.7% | +6.1% | +10.4% |
| YTD | -20.9% | +26.6% | -47.5% | -22.0% |
| 1Y | -11.2% | +18.3% | -29.5% | -12.2% |
| 3Y | -11.9% | +102.8% | -114.7% | -20.5% |
| 5Y | -40.2% | -48.9% | +8.8% | -43.9% |
| All | +935.2% | +493.4% | +441.8% | +599.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling