+153.3%
MP vs GME
+3.8%
+149.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -2.9% | +7.2% | -10.1% | -3.4% |
| 30D | +13.8% | +0.8% | +13.0% | +13.7% |
| 3M | -16.7% | -14.0% | -2.7% | -15.9% |
| 6M | -11.5% | -19.7% | +8.2% | -10.1% |
| YTD | +7.9% | -4.6% | +12.5% | +8.2% |
| 1Y | -15.0% | -14.3% | -0.7% | -14.4% |
| All | +153.3% | +3.8% | +149.4% | +137.9% |
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 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