+5.4%
MDLZ vs GME
+93.1%
-87.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.6% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +10.0% | -3.7% | +13.6% | +10.0% |
| 3M | +7.1% | +33.6% | -26.5% | +6.9% |
| 6M | +9.8% | +5.4% | +4.4% | +9.8% |
| YTD | +26.6% | +27.4% | -0.8% | +26.5% |
| 1Y | +20.3% | +19.0% | +1.3% | +20.2% |
| 3Y | +5.4% | +101.5% | -96.1% | +7.0% |
| All | +5.4% | +93.1% | -87.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling