-43.9%
GLW vs MDT
+37.1%
-81.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.3% | +10.2% |
| 7D | -5.9% | +3.5% | -9.4% | -2.1% |
| 30D | -26.0% | +16.2% | -42.2% | -12.2% |
| 3M | -29.9% | +18.9% | -48.8% | -13.9% |
| All | -43.9% | +37.1% | -81.0% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling