+143.9%
MP vs GME
+103.4%
+40.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.4% |
| 7D | -3.6% | +4.8% | -8.4% | -3.9% |
| 30D | -21.0% | -4.3% | -16.7% | -20.7% |
| 3M | -33.3% | +35.3% | -68.6% | -34.7% |
| 6M | -45.9% | +4.7% | -50.7% | -46.2% |
| YTD | -27.8% | +26.6% | -54.5% | -29.1% |
| 1Y | -43.2% | +18.3% | -61.5% | -44.0% |
| All | +143.9% | +103.4% | +40.4% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling