+342.1%
GLW vs MDT
-17.7%
+359.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.5% | +5.4% |
| 7D | +3.8% | +3.2% | +0.5% | +2.9% |
| 30D | -1.3% | +9.5% | -10.9% | -3.9% |
| 3M | -21.8% | +16.0% | -37.8% | -25.9% |
| 6M | +6.9% | +0.2% | +6.7% | +7.6% |
| YTD | +77.2% | -0.3% | +77.4% | +78.4% |
| 1Y | +123.2% | +4.7% | +118.5% | +119.7% |
| 3Y | +400.0% | +26.5% | +373.5% | +347.2% |
| All | +342.1% | -17.7% | +359.9% | +356.2% |
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