+1,602.6%
MLM vs GME
+1,082.6%
+519.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.9% | +7.2% | -10.1% | -3.4% |
| 30D | -6.8% | +0.8% | -7.6% | -6.9% |
| 3M | -11.2% | -14.0% | +2.7% | -10.4% |
| 6M | -21.8% | -19.7% | -2.1% | -20.9% |
| YTD | -17.0% | -4.6% | -12.4% | -17.0% |
| 1Y | -16.4% | -14.3% | -2.0% | -15.9% |
| 3Y | +14.5% | +4.0% | +10.5% | +3.2% |
| 5Y | +41.7% | -62.2% | +103.9% | +31.6% |
| 10Y | +200.0% | +241.4% | -41.3% | +16.9% |
| All | +1,602.6% | +1,082.6% | +519.9% | +368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling