+2,802.6%
MULL vs GME
-15.8%
+2,818.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +11.9% |
| 7D | +17.3% | +7.2% | +10.1% | +14.4% |
| 30D | +23.5% | +0.8% | +22.7% | +23.1% |
| 3M | -24.0% | -14.0% | -10.0% | -20.0% |
| 6M | +276.7% | -19.7% | +296.5% | +301.3% |
| YTD | +565.1% | -4.6% | +569.7% | +518.3% |
| 1Y | +2,802.6% | -14.3% | +2,816.9% | +2,648.8% |
| All | +2,802.6% | -15.8% | +2,818.4% | +2,648.8% |
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