-45.5%
MULL vs GME
+15.8%
-61.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.3% |
| 7D | +24.5% | +2.9% | +21.6% | +24.1% |
| 30D | -35.5% | -4.8% | -30.7% | -34.9% |
| 3M | -44.8% | +39.2% | -84.0% | -43.4% |
| 6M | -45.5% | +17.1% | -62.5% | -41.3% |
| All | -45.5% | +15.8% | -61.2% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling