+214.3%
MDT vs GME
+1,066.0%
-851.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +6.0% | -1.4% | +7.4% | +6.0% |
| 3M | +15.5% | -15.1% | +30.7% | +16.0% |
| 6M | +3.4% | -22.5% | +25.9% | +4.1% |
| YTD | -2.2% | -5.9% | +3.8% | -2.1% |
| 1Y | +2.6% | -18.6% | +21.2% | +3.0% |
| 3Y | +27.5% | +6.7% | +20.9% | +21.6% |
| 5Y | -20.1% | -62.0% | +41.9% | -22.9% |
| 10Y | +39.1% | +239.5% | -200.4% | -14.8% |
| All | +214.3% | +1,066.0% | -851.6% | +54.3% |
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