+252.8%
MDT vs GME
+1,495.6%
-1,242.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +1.0% | +2.9% | -1.9% | +1.0% |
| 30D | +9.2% | -4.8% | +13.9% | +9.3% |
| 3M | +14.5% | +39.2% | -24.7% | +13.3% |
| 6M | +37.3% | +17.1% | +20.2% | +36.5% |
| YTD | +9.8% | +28.7% | -18.9% | +8.8% |
| 1Y | +10.5% | +23.3% | -12.8% | +9.6% |
| 3Y | +57.4% | +112.9% | -55.5% | +46.8% |
| 5Y | +1.2% | -48.8% | +50.0% | -3.2% |
| 10Y | +63.2% | +478.2% | -414.9% | -3.6% |
| All | +252.8% | +1,495.6% | -1,242.7% | +71.5% |
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