+15.6%
MDLZ vs GME
-62.6%
+78.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -1.6% | -1.4% | -0.2% | -1.6% |
| 3M | +0.9% | -15.1% | +16.0% | +1.0% |
| 6M | +7.3% | -22.5% | +29.8% | +7.6% |
| YTD | +16.4% | -5.9% | +22.4% | +16.5% |
| 1Y | +3.0% | -18.6% | +21.6% | +3.1% |
| 3Y | -3.7% | +6.7% | -10.4% | -5.2% |
| 5Y | +15.6% | -62.0% | +77.6% | +13.8% |
| All | +15.6% | -62.6% | +78.2% | +13.8% |
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