+206.2%
MLM vs GME
+241.2%
-35.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.9% | +7.2% | -10.1% | -3.1% |
| 30D | -6.8% | +0.8% | -7.6% | -6.9% |
| 3M | -11.2% | -14.0% | +2.7% | -10.9% |
| 6M | -21.8% | -19.7% | -2.1% | -21.4% |
| YTD | -17.0% | -4.6% | -12.4% | -17.0% |
| 1Y | -16.4% | -14.3% | -2.0% | -16.1% |
| 3Y | +14.5% | +4.0% | +10.5% | +9.6% |
| 5Y | +41.7% | -62.2% | +103.9% | +37.2% |
| All | +206.2% | +241.2% | -35.0% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling