+384.1%
GLW vs MCO
+28.6%
+355.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +7.8% | -3.8% | +11.6% | +8.9% |
| 30D | -0.4% | -0.4% | 0.0% | -0.7% |
| 3M | -5.6% | +7.7% | -13.3% | -9.2% |
| 6M | +26.7% | +7.0% | +19.7% | +21.0% |
| YTD | +91.0% | -6.4% | +97.5% | +91.1% |
| 1Y | +122.4% | -7.6% | +130.0% | +122.7% |
| 3Y | +471.0% | +43.2% | +427.8% | +352.3% |
| All | +384.1% | +28.6% | +355.5% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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