+232.7%
GLW vs MDB
-41.3%
+274.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.1% |
| 7D | +7.7% | +6.8% | +0.9% | +7.1% |
| 30D | -18.8% | -6.2% | -12.6% | -18.2% |
| 3M | -27.7% | -29.2% | +1.5% | -25.6% |
| 6M | -44.4% | +10.3% | -54.7% | -45.6% |
| YTD | +31.3% | -20.4% | +51.7% | +31.9% |
| 1Y | +40.0% | -4.8% | +44.9% | +37.5% |
| 3Y | +339.2% | -11.6% | +350.8% | +315.9% |
| All | +232.7% | -41.3% | +274.1% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling