+542.4%
GLW vs MDT
+62.0%
+480.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.3% | +8.8% |
| 7D | -5.9% | +3.5% | -9.4% | -7.7% |
| 30D | -26.0% | +16.2% | -42.2% | -31.7% |
| 3M | -29.9% | +18.9% | -48.8% | -36.7% |
| 6M | -37.8% | +37.3% | -75.1% | -49.3% |
| YTD | +33.1% | +9.7% | +23.4% | +23.7% |
| 1Y | +36.8% | +15.2% | +21.6% | +23.3% |
| 3Y | +356.1% | +61.8% | +294.3% | +224.3% |
| 5Y | +243.8% | -1.4% | +245.2% | +230.6% |
| 10Y | +542.4% | +61.6% | +480.8% | +367.1% |
| All | +542.4% | +62.0% | +480.4% | +367.1% |
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