+212.6%
GLW vs MDT
-2.9%
+215.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.1% |
| 7D | -13.9% | +5.4% | -19.4% | -14.9% |
| 30D | -35.0% | +19.1% | -54.0% | -37.5% |
| 3M | -32.4% | +19.5% | -51.8% | -35.4% |
| 6M | -41.3% | +33.5% | -74.8% | -46.8% |
| YTD | +21.8% | +8.7% | +13.2% | +20.4% |
| 1Y | +21.8% | +16.8% | +5.1% | +16.7% |
| 3Y | +307.7% | +53.0% | +254.7% | +241.0% |
| All | +212.6% | -2.9% | +215.6% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling