+181.2%
MLM vs GME
+497.1%
-315.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.8% | -2.0% |
| 7D | -4.1% | +3.7% | -7.8% | -4.2% |
| 30D | +8.2% | +2.2% | +6.0% | +8.1% |
| 3M | -3.6% | +30.6% | -34.2% | -4.4% |
| 6M | -15.6% | -0.2% | -15.4% | -15.7% |
| YTD | -16.4% | +25.1% | -41.5% | -17.2% |
| 1Y | -14.3% | +17.7% | -32.0% | -15.0% |
| 3Y | +19.3% | +85.7% | -66.3% | +12.1% |
| 5Y | +29.6% | -52.9% | +82.5% | +24.5% |
| All | +181.2% | +497.1% | -315.9% | +69.1% |
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