+114.4%
MTUM vs GME
+18.5%
+96.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.2% |
| 7D | +0.7% | +10.4% | -9.7% | +0.4% |
| 30D | -2.4% | +14.1% | -16.5% | -2.8% |
| 3M | -3.6% | -4.6% | +1.0% | -3.6% |
| 6M | +23.7% | -13.5% | +37.2% | +24.0% |
| YTD | +22.9% | +5.3% | +17.6% | +22.6% |
| 1Y | +21.8% | -14.9% | +36.6% | +22.1% |
| 3Y | +114.4% | +24.3% | +90.2% | +112.9% |
| All | +114.4% | +18.5% | +96.0% | +112.9% |
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