+102.0%
MDLZ vs GME
+483.4%
-381.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +2.2% | +4.8% | -2.6% | +2.1% |
| 30D | +10.1% | -4.3% | +14.4% | +10.2% |
| 3M | +9.1% | +35.3% | -26.2% | +8.9% |
| 6M | +10.0% | +4.7% | +5.2% | +9.9% |
| YTD | +26.8% | +26.6% | +0.2% | +26.6% |
| 1Y | +22.5% | +18.3% | +4.2% | +22.3% |
| 3Y | +5.3% | +102.8% | -97.5% | +4.0% |
| 5Y | +21.4% | -48.9% | +70.4% | +20.4% |
| 10Y | +102.0% | +480.5% | -378.4% | +68.8% |
| All | +102.0% | +483.4% | -381.4% | +68.8% |
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 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