+601.0%
MPC vs GME
-49.3%
+650.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +11.2% | +2.9% | +8.3% | +11.2% |
| 30D | -14.5% | -4.8% | -9.7% | -14.4% |
| 3M | +16.7% | +39.2% | -22.5% | +15.5% |
| 6M | +67.6% | +17.1% | +50.5% | +66.7% |
| YTD | +157.9% | +28.7% | +129.2% | +155.5% |
| 1Y | +116.7% | +23.3% | +93.3% | +114.8% |
| 3Y | +199.8% | +112.9% | +86.8% | +179.1% |
| All | +601.0% | -49.3% | +650.3% | +590.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling