+526.0%
GLW vs MDT
+62.9%
+463.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -5.2% |
| 7D | +7.7% | +1.0% | +6.7% | +7.2% |
| 30D | -18.8% | +9.2% | -28.0% | -22.6% |
| 3M | -27.7% | +14.5% | -42.2% | -33.4% |
| 6M | -44.4% | +37.3% | -81.7% | -54.7% |
| YTD | +31.3% | +9.8% | +21.5% | +21.8% |
| 1Y | +40.0% | +10.5% | +29.5% | +29.2% |
| 3Y | +339.2% | +57.4% | +281.8% | +217.3% |
| 5Y | +229.2% | +1.2% | +228.0% | +211.1% |
| All | +526.0% | +62.9% | +463.0% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling