+307.7%
GLW vs MDB
-9.9%
+317.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.4% |
| 7D | -13.9% | -11.4% | -2.6% | -13.0% |
| 30D | -35.0% | -13.8% | -21.2% | -34.1% |
| 3M | -32.4% | -15.5% | -16.9% | -31.7% |
| 6M | -41.3% | +17.9% | -59.3% | -42.7% |
| YTD | +21.8% | -25.5% | +47.3% | +24.1% |
| 1Y | +21.8% | -12.1% | +33.9% | +21.6% |
| 3Y | +307.7% | -5.9% | +313.5% | +280.0% |
| All | +307.7% | -9.9% | +317.6% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling