+9.4%
MMM vs GME
-13.9%
+23.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -1.9% |
| 7D | -2.6% | +4.8% | -7.4% | -2.6% |
| 30D | -9.3% | +5.9% | -15.1% | -9.3% |
| 3M | +5.6% | -10.7% | +16.3% | +5.9% |
| 6M | +9.5% | -19.8% | +29.3% | +10.0% |
| YTD | +4.1% | -0.9% | +5.1% | +2.9% |
| 1Y | +9.4% | -15.7% | +25.1% | +9.3% |
| All | +9.4% | -13.9% | +23.3% | +9.3% |
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