+385.2%
GLW vs MDB
+892.0%
-506.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.6% | +4.6% | +8.7% |
| 7D | -5.9% | -0.9% | -5.0% | -5.7% |
| 30D | -26.0% | -15.2% | -10.8% | -24.5% |
| 3M | -29.9% | -17.9% | -12.0% | -28.8% |
| 6M | -37.8% | +9.3% | -47.1% | -39.4% |
| YTD | +33.1% | -22.0% | +55.1% | +33.7% |
| 1Y | +36.8% | -9.3% | +46.2% | +34.4% |
| 3Y | +356.1% | -10.4% | +366.5% | +328.4% |
| 5Y | +243.8% | -43.2% | +287.0% | +219.8% |
| All | +385.2% | +892.0% | -506.8% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling