-50.4%
MP vs GME
+4.1%
-54.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.2% | -6.0% |
| 7D | -19.0% | +0.7% | -19.7% | -18.9% |
| 30D | -30.5% | -2.4% | -28.1% | -30.0% |
| 3M | -29.6% | +27.1% | -56.7% | -27.6% |
| 6M | -50.4% | -0.2% | -50.2% | -48.6% |
| All | -50.4% | +4.1% | -54.6% | -48.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling