+475.1%
MULL vs GME
+15.0%
+460.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.3% | -14.1% |
| 7D | -35.9% | +7.8% | -43.7% | -36.5% |
| 30D | -47.3% | -0.4% | -46.9% | -46.9% |
| 3M | -30.6% | +30.9% | -61.4% | -33.5% |
| 6M | +13.7% | +5.5% | +8.2% | +15.0% |
| YTD | +272.1% | +25.2% | +246.9% | +246.5% |
| 1Y | +475.1% | +14.4% | +460.7% | +420.7% |
| All | +475.1% | +15.0% | +460.1% | +420.7% |
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