-18.0%
MDT vs GME
-59.9%
+41.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.6% |
| 7D | -0.3% | +4.8% | -5.2% | -0.4% |
| 30D | +2.8% | +5.9% | -3.1% | +2.7% |
| 3M | +13.1% | -10.7% | +23.8% | +13.3% |
| 6M | +2.3% | -19.8% | +22.1% | +2.7% |
| YTD | -2.7% | -0.9% | -1.7% | -2.7% |
| 1Y | +0.9% | -15.7% | +16.5% | +1.1% |
| 3Y | +26.8% | +12.3% | +14.5% | +20.3% |
| All | -18.0% | -59.9% | +41.9% | -19.6% |
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 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