+87.9%
MDLZ vs GME
+255.4%
-167.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +1.2% |
| 7D | 0.0% | +4.8% | -4.9% | -0.1% |
| 30D | +1.4% | +5.9% | -4.4% | +1.4% |
| 3M | 0.0% | -10.7% | +10.7% | +0.1% |
| 6M | +9.1% | -19.8% | +28.9% | +9.3% |
| YTD | +17.9% | -0.9% | +18.9% | +17.9% |
| 1Y | +3.2% | -15.7% | +18.9% | +3.3% |
| 3Y | -2.5% | +12.3% | -14.8% | -3.3% |
| 5Y | +17.6% | -60.1% | +77.6% | +16.8% |
| 10Y | +87.9% | +265.3% | -177.4% | +64.4% |
| All | +87.9% | +255.4% | -167.4% | +64.4% |
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