+1,017.5%
MDB vs GME
+364.1%
+653.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.4% |
| 7D | -4.5% | +4.8% | -9.4% | -4.8% |
| 30D | -14.0% | +5.9% | -19.8% | -14.3% |
| 3M | +5.3% | -10.7% | +16.0% | +5.9% |
| 6M | +31.9% | -19.8% | +51.7% | +33.2% |
| YTD | -14.6% | -0.9% | -13.7% | -14.7% |
| 1Y | +8.2% | -15.7% | +23.9% | +9.0% |
| 3Y | -5.0% | +12.3% | -17.3% | -11.5% |
| 5Y | -24.5% | -60.1% | +35.5% | -28.3% |
| All | +1,017.5% | +364.1% | +653.4% | +665.7% |
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