+163.8%
MPC vs GME
+79.6%
+84.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | -16.2% | +3.7% | -19.9% | -16.2% |
| 30D | -15.7% | +2.2% | -17.9% | -15.7% |
| 3M | +24.9% | +30.6% | -5.7% | +24.4% |
| 6M | +52.7% | -0.2% | +52.9% | +52.6% |
| YTD | +131.9% | +25.1% | +106.8% | +130.9% |
| 1Y | +96.6% | +17.7% | +79.0% | +96.0% |
| 3Y | +163.8% | +85.7% | +78.1% | +164.2% |
| All | +163.8% | +79.6% | +84.2% | +164.2% |
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