+867.9%
GLW vs MDT
+38.9%
+829.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +16.9% | -0.3% | +17.2% | +17.0% |
| 30D | +7.0% | +2.8% | +4.2% | +5.2% |
| 3M | -3.0% | +13.1% | -16.1% | -10.9% |
| 6M | +31.0% | +2.3% | +28.6% | +26.9% |
| YTD | +93.4% | -2.7% | +96.1% | +92.8% |
| 1Y | +134.7% | +0.9% | +133.9% | +128.0% |
| 3Y | +471.8% | +26.8% | +445.0% | +371.6% |
| 5Y | +394.5% | -19.5% | +413.9% | +439.0% |
| 10Y | +867.9% | +40.6% | +827.4% | +655.4% |
| All | +867.9% | +38.9% | +829.1% | +655.4% |
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