+96.6%
MPC vs GME
+14.4%
+82.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.2% |
| 7D | -16.2% | +3.7% | -19.9% | -16.1% |
| 30D | -15.7% | +2.2% | -17.9% | -15.7% |
| 3M | +24.9% | +30.6% | -5.7% | +24.5% |
| 6M | +52.7% | -0.2% | +52.9% | +52.5% |
| YTD | +131.9% | +25.1% | +106.8% | +122.0% |
| 1Y | +96.6% | +17.7% | +79.0% | +88.7% |
| All | +96.6% | +14.4% | +82.3% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling