+27.0%
MMM vs GME
-62.6%
+89.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -8.0% | -1.4% | -6.6% | -8.0% |
| 3M | +9.4% | -15.1% | +24.5% | +9.9% |
| 6M | +10.2% | -22.5% | +32.7% | +11.1% |
| YTD | +6.1% | -5.9% | +12.0% | +6.1% |
| 1Y | +10.8% | -18.6% | +29.4% | +11.3% |
| 3Y | +104.8% | +6.7% | +98.1% | +91.7% |
| 5Y | +27.0% | -62.0% | +89.0% | +20.9% |
| All | +27.0% | -62.6% | +89.6% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling