-13.4%
MLM vs GME
+18.1%
-31.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | -3.8% | +5.8% | -9.6% | -3.9% |
| 30D | +11.0% | -3.7% | +14.7% | +10.8% |
| 3M | -3.1% | +33.6% | -36.6% | -3.2% |
| 6M | -9.8% | +5.4% | -15.2% | -9.1% |
| YTD | -14.4% | +27.4% | -41.8% | -14.9% |
| All | -13.4% | +18.1% | -31.5% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling