+206.1%
MXL vs GME
+14.2%
+191.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.3% |
| 7D | +16.6% | +6.0% | +10.6% | +16.0% |
| 30D | +0.5% | +8.3% | -7.9% | -0.3% |
| 3M | -3.6% | -9.1% | +5.4% | -2.9% |
| 6M | +328.0% | -16.3% | +344.4% | +333.8% |
| YTD | +297.8% | +1.5% | +296.3% | +295.2% |
| 1Y | +339.4% | -16.3% | +355.7% | +344.6% |
| All | +206.1% | +14.2% | +191.9% | +175.5% |
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