+2,444.0%
MULL vs GME
-27.5%
+2,471.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | +14.0% | +0.4% | +13.6% | +13.8% |
| 30D | +24.8% | -1.4% | +26.2% | +25.5% |
| 3M | -16.1% | -15.1% | -1.0% | -11.9% |
| 6M | +330.9% | -22.5% | +353.4% | +366.0% |
| YTD | +545.0% | -5.9% | +550.9% | +541.4% |
| 1Y | +2,427.1% | -18.6% | +2,445.8% | +2,563.8% |
| All | +2,444.0% | -27.5% | +2,471.5% | +2,657.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling