+79.6%
MMM vs GME
+483.4%
-403.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +7.0% | +4.8% | +2.2% | +6.8% |
| 30D | +18.4% | -4.3% | +22.6% | +18.5% |
| 3M | +4.5% | +35.3% | -30.9% | +3.4% |
| 6M | +33.4% | +4.7% | +28.7% | +33.1% |
| YTD | +20.0% | +26.6% | -6.7% | +18.8% |
| 1Y | +15.0% | +18.3% | -3.3% | +14.1% |
| 3Y | +165.0% | +102.8% | +62.2% | +147.2% |
| 5Y | +47.9% | -48.9% | +96.9% | +41.5% |
| 10Y | +79.6% | +480.5% | -400.8% | +8.7% |
| All | +79.6% | +483.4% | -403.8% | +8.7% |
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