+38.2%
GLW vs MDB
-9.5%
+47.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +7.3% |
| 7D | +1.4% | +3.0% | -1.5% | +1.3% |
| 30D | -18.2% | -11.3% | -6.9% | -18.0% |
| 3M | -24.2% | -23.0% | -1.2% | -23.7% |
| 6M | -41.7% | +14.8% | -56.5% | -41.0% |
| YTD | +38.3% | -19.4% | +57.7% | +46.3% |
| 1Y | +38.2% | -9.0% | +47.2% | +43.3% |
| All | +38.2% | -9.5% | +47.7% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling