+410.2%
GLW vs MDB
-5.3%
+415.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +6.0% |
| 7D | +3.8% | -17.4% | +21.2% | +5.1% |
| 30D | -1.3% | -2.0% | +0.7% | -1.6% |
| 3M | -21.8% | -3.0% | -18.8% | -22.0% |
| 6M | +6.9% | +48.7% | -41.8% | +2.0% |
| YTD | +77.2% | -12.1% | +89.3% | +78.0% |
| 1Y | +123.2% | +14.5% | +108.7% | +117.4% |
| All | +410.2% | -5.3% | +415.6% | +375.1% |
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