+143.4%
MLM vs GME
+483.4%
-340.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -2.9% | +4.8% | -7.6% | -3.0% |
| 30D | +10.4% | -4.3% | +14.7% | +10.6% |
| 3M | -3.7% | +35.3% | -39.1% | -4.7% |
| 6M | -10.3% | +4.7% | -15.0% | -10.5% |
| YTD | -14.8% | +26.6% | -41.4% | -15.6% |
| 1Y | -13.9% | +18.3% | -32.2% | -14.5% |
| 3Y | +18.4% | +102.8% | -84.4% | +11.0% |
| 5Y | +31.8% | -48.9% | +80.7% | +26.5% |
| 10Y | +143.4% | +480.5% | -337.1% | +50.1% |
| All | +143.4% | +483.4% | -340.0% | +50.1% |
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