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  • GLW vs MDB✓SelectedUSD · MDBGLW vs MDB performance historyLatest closeAs of+7.56%09/08
Stock and ETF performance explorer

GLW vs MDB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+594.4%
MDB return
+978.8%
Excess return
-384.3%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioMDBExcessAlpha
1D+7.6%-3.5%+11.0%+7.9%
7D+14.0%-18.0%+32.0%+16.4%
30D+0.4%-10.7%+11.1%+1.2%
3M-11.3%+1.0%-12.3%-12.1%
6M+35.1%+31.6%+3.4%+28.5%
YTD+90.5%-15.2%+105.7%+89.9%
1Y+132.0%+10.1%+121.9%+123.0%
3Y+463.3%-5.6%+469.0%+425.8%
5Y+382.5%-24.5%+407.0%+331.6%
All+594.4%+978.8%-384.3%+284.4%

Cumulative growth

Daily Returns

Daily percentage return beside MDB.

Daily Out/Under-Performance

Portfolio return minus MDB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MDB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MDB 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling