-0.4%
MDT vs GME
-11.9%
+11.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.9% |
| 7D | -3.4% | +10.4% | -13.8% | -3.9% |
| 30D | +0.2% | +14.1% | -13.9% | -0.4% |
| 3M | +14.3% | -4.6% | +18.9% | +14.6% |
| 6M | +4.0% | -13.5% | +17.5% | +4.7% |
| YTD | -3.7% | +5.3% | -9.0% | -3.5% |
| 1Y | -0.4% | -14.9% | +14.5% | -1.4% |
| All | -0.4% | -11.9% | +11.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling