-21.8%
MDB vs GME
-62.0%
+40.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -17.4% | +7.2% | -24.7% | -18.4% |
| 30D | -2.0% | +0.8% | -2.8% | -2.2% |
| 3M | -3.0% | -14.0% | +11.0% | -0.9% |
| 6M | +48.7% | -19.7% | +68.4% | +53.1% |
| YTD | -12.1% | -4.6% | -7.6% | -11.9% |
| 1Y | +14.5% | -14.3% | +28.8% | +16.4% |
| 3Y | -6.1% | +4.0% | -10.2% | -32.9% |
| All | -21.8% | -62.0% | +40.2% | -35.8% |
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