+1,211.6%
MULL vs GME
-0.8%
+1,212.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.5% |
| 7D | +24.5% | +2.9% | +21.6% | +23.4% |
| 30D | -35.5% | -4.8% | -30.7% | -34.0% |
| 3M | -44.8% | +39.2% | -84.0% | -50.8% |
| 6M | -45.5% | +17.1% | -62.5% | -48.7% |
| YTD | +232.5% | +28.7% | +203.8% | +196.6% |
| 1Y | +343.3% | +23.3% | +319.9% | +300.1% |
| All | +1,211.6% | -0.8% | +1,212.4% | +1,174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling