+98.3%
GLW vs MDLN
-2.7%
+101.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.5% |
| 7D | +16.9% | -6.2% | +23.1% | +16.7% |
| 30D | +7.0% | +0.7% | +6.3% | +6.8% |
| 3M | -3.0% | -5.4% | +2.5% | -3.6% |
| 6M | +31.0% | -21.6% | +52.5% | +34.5% |
| YTD | +93.4% | -18.9% | +112.3% | +99.4% |
| All | +98.3% | -2.7% | +101.0% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling