+282.4%
MXL vs GME
+435.6%
-153.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.3% | +2.2% | +7.1% |
| 7D | +19.0% | +4.8% | +14.1% | +18.6% |
| 30D | +4.5% | +5.9% | -1.4% | +4.1% |
| 3M | -1.5% | -10.7% | +9.2% | -0.8% |
| 6M | +348.6% | -19.8% | +368.4% | +355.0% |
| YTD | +310.3% | -0.9% | +311.2% | +309.2% |
| 1Y | +344.7% | -15.7% | +360.4% | +348.9% |
| 3Y | +211.2% | +12.3% | +198.9% | +185.9% |
| 5Y | +34.8% | -60.1% | +94.9% | +27.9% |
| 10Y | +286.5% | +265.3% | +21.2% | +82.8% |
| All | +282.4% | +435.6% | -153.2% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling