+54.7%
MMM vs GME
+255.4%
-200.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.0% |
| 7D | -2.6% | +4.8% | -7.4% | -2.7% |
| 30D | -9.3% | +5.9% | -15.1% | -9.5% |
| 3M | +5.6% | -10.7% | +16.3% | +5.9% |
| 6M | +9.5% | -19.8% | +29.3% | +10.1% |
| YTD | +4.1% | -0.9% | +5.1% | +4.0% |
| 1Y | +9.4% | -15.7% | +25.1% | +9.7% |
| 3Y | +101.0% | +12.3% | +88.7% | +91.3% |
| 5Y | +26.1% | -60.1% | +86.2% | +21.5% |
| 10Y | +54.7% | +265.3% | -210.6% | -0.4% |
| All | +54.7% | +255.4% | -200.6% | -0.4% |
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 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