+303.5%
MXL vs GME
-15.8%
+319.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +1.6% | +7.2% | -5.6% | 0.0% |
| 30D | -7.0% | +0.8% | -7.8% | -7.1% |
| 3M | -33.4% | -14.0% | -19.4% | -31.4% |
| 6M | +260.2% | -19.7% | +279.9% | +269.7% |
| YTD | +260.0% | -4.6% | +264.5% | +238.5% |
| 1Y | +303.5% | -14.3% | +317.8% | +293.8% |
| All | +303.5% | -15.8% | +319.3% | +293.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling