+1,714.2%
MU vs GME
+1,450.5%
+263.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.2% | +4.7% |
| 7D | -22.0% | +3.7% | -25.7% | -22.2% |
| 30D | -36.6% | +2.2% | -38.8% | -36.7% |
| 3M | -21.7% | +30.6% | -52.3% | -23.8% |
| 6M | +3.5% | -0.2% | +3.7% | +3.2% |
| YTD | +141.9% | +25.1% | +116.8% | +135.4% |
| 1Y | +189.8% | +17.7% | +172.2% | +183.6% |
| 3Y | +855.4% | +85.7% | +769.7% | +690.1% |
| 5Y | +869.2% | -52.9% | +922.0% | +768.7% |
| 10Y | +4,142.8% | +504.9% | +3,637.9% | +951.1% |
| All | +1,714.2% | +1,450.5% | +263.7% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling