+2,302.1%
MULL vs GME
-18.8%
+2,321.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -2.5% |
| 7D | -8.4% | +10.4% | -18.8% | -11.7% |
| 30D | +9.7% | +14.1% | -4.4% | +4.7% |
| 3M | -26.8% | -4.6% | -22.1% | -26.2% |
| 6M | +220.7% | -13.5% | +234.2% | +233.3% |
| YTD | +509.0% | +5.3% | +503.7% | +481.3% |
| 1Y | +1,739.5% | -14.9% | +1,754.4% | +1,805.2% |
| All | +2,302.1% | -18.8% | +2,321.0% | +2,398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling