+3,093.2%
GLW vs MDT
+8,676.3%
-5,583.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.6% |
| 7D | -13.9% | +5.4% | -19.4% | -15.8% |
| 30D | -35.0% | +19.1% | -54.0% | -39.3% |
| 3M | -32.4% | +19.5% | -51.8% | -37.3% |
| 6M | -41.3% | +33.5% | -74.8% | -48.6% |
| YTD | +21.8% | +8.7% | +13.2% | +15.3% |
| 1Y | +21.8% | +16.8% | +5.1% | +12.1% |
| 3Y | +307.7% | +53.0% | +254.7% | +235.7% |
| 5Y | +213.7% | -2.9% | +216.6% | +202.5% |
| 10Y | +509.3% | +61.4% | +447.8% | +394.1% |
| All | +3,093.2% | +8,676.3% | -5,583.0% | +723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling