+159.3%
MP vs GME
+106.8%
+52.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +9.5% | +2.9% | +6.6% | +9.2% |
| 30D | -3.0% | -4.8% | +1.8% | -2.6% |
| 3M | -30.4% | +39.2% | -69.6% | -32.0% |
| 6M | -39.2% | +17.1% | -56.3% | -40.0% |
| YTD | -23.3% | +28.7% | -52.0% | -24.7% |
| 1Y | -32.6% | +23.3% | -56.0% | -33.8% |
| 3Y | +159.3% | +112.9% | +46.3% | +117.5% |
| All | +159.3% | +106.8% | +52.5% | +117.5% |
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