+107.6%
MDLZ vs GME
+475.1%
-367.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +2.3% | +2.9% | -0.6% | +2.3% |
| 30D | +7.9% | -4.8% | +12.7% | +8.0% |
| 3M | +7.3% | +39.2% | -32.0% | +7.0% |
| 6M | +11.7% | +17.1% | -5.4% | +11.5% |
| YTD | +28.7% | +28.7% | 0.0% | +28.5% |
| 1Y | +22.8% | +23.3% | -0.6% | +22.5% |
| 3Y | +6.6% | +112.9% | -106.3% | +5.2% |
| 5Y | +23.2% | -48.8% | +72.0% | +22.2% |
| All | +107.6% | +475.1% | -367.5% | +72.6% |
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