+95.3%
GLW vs MDLN
-0.9%
+96.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.2% | +12.7% | +7.5% |
| 7D | +14.0% | -1.2% | +15.2% | +13.9% |
| 30D | +0.4% | -1.5% | +1.9% | +0.3% |
| 3M | -11.3% | +2.6% | -14.0% | -12.3% |
| 6M | +35.1% | -20.9% | +55.9% | +39.1% |
| YTD | +90.5% | -17.4% | +107.9% | +96.5% |
| All | +95.3% | -0.9% | +96.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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