+587.6%
MMM vs GME
+1,082.6%
-495.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.3% | +7.2% | -10.5% | -3.7% |
| 30D | -7.0% | +0.8% | -7.8% | -7.1% |
| 3M | +10.8% | -14.0% | +24.8% | +11.6% |
| 6M | +5.8% | -19.7% | +25.5% | +6.8% |
| YTD | +6.8% | -4.6% | +11.4% | +6.7% |
| 1Y | +10.4% | -14.3% | +24.7% | +10.9% |
| 3Y | +104.7% | +4.0% | +100.7% | +89.1% |
| 5Y | +23.6% | -62.2% | +85.8% | +16.4% |
| 10Y | +54.1% | +241.4% | -187.2% | -21.0% |
| All | +587.6% | +1,082.6% | -495.0% | +172.1% |
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