+2,330.7%
MULL vs GME
-21.8%
+2,352.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.5% | -11.9% | -10.2% |
| 7D | +3.6% | +6.0% | -2.4% | +1.4% |
| 30D | +22.0% | +8.3% | +13.7% | +18.5% |
| 3M | -8.6% | -9.1% | +0.4% | -6.4% |
| 6M | +248.5% | -16.3% | +264.8% | +266.5% |
| YTD | +516.3% | +1.5% | +514.7% | +496.1% |
| 1Y | +2,036.6% | -16.3% | +2,053.0% | +2,127.9% |
| All | +2,330.7% | -21.8% | +2,352.5% | +2,462.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling