+400.0%
GLW vs MDB
+929.6%
-529.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +15.5% | +11.6% | +4.0% | +14.1% |
| 30D | -19.6% | -8.9% | -10.6% | -18.6% |
| 3M | -28.5% | -22.4% | -6.1% | -26.9% |
| 6M | -39.5% | +10.1% | -49.6% | -41.1% |
| YTD | +37.2% | -19.0% | +56.2% | +37.2% |
| 1Y | +35.4% | -7.0% | +42.4% | +32.7% |
| 3Y | +359.7% | -9.8% | +369.5% | +331.6% |
| 5Y | +244.0% | -40.1% | +284.1% | +217.9% |
| All | +400.0% | +929.6% | -529.6% | +177.7% |
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