+356.9%
MDLZ vs GME
+1,082.6%
-725.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.7% | +7.2% | -9.0% | -1.9% |
| 30D | -2.1% | +0.8% | -2.9% | -2.1% |
| 3M | +1.3% | -14.0% | +15.3% | +1.7% |
| 6M | +6.2% | -19.7% | +25.9% | +6.7% |
| YTD | +15.8% | -4.6% | +20.4% | +15.8% |
| 1Y | +4.1% | -14.3% | +18.5% | +4.3% |
| 3Y | -4.1% | +4.0% | -8.1% | -7.5% |
| 5Y | +13.4% | -62.2% | +75.6% | +10.3% |
| 10Y | +75.7% | +241.4% | -165.6% | +17.8% |
| All | +356.9% | +1,082.6% | -725.7% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling