+153.5%
MLM vs GME
+520.4%
-366.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | -3.8% | +5.8% | -9.6% | -4.0% |
| 30D | +11.0% | -3.7% | +14.7% | +11.1% |
| 3M | -3.1% | +33.6% | -36.6% | -4.0% |
| 6M | -9.8% | +5.4% | -15.2% | -10.0% |
| YTD | -14.4% | +27.4% | -41.8% | -15.2% |
| 1Y | -12.6% | +19.0% | -31.6% | -13.2% |
| 3Y | +19.7% | +101.5% | -81.8% | +12.3% |
| 5Y | +29.8% | -50.5% | +80.2% | +24.6% |
| 10Y | +153.5% | +493.3% | -339.8% | +55.5% |
| All | +153.5% | +520.4% | -366.9% | +55.5% |
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 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