+3,388.7%
GLW vs MDT
+8,761.6%
-5,372.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.3% | +8.9% |
| 7D | -5.9% | +3.5% | -9.4% | -7.2% |
| 30D | -26.0% | +16.2% | -42.2% | -30.2% |
| 3M | -29.9% | +18.9% | -48.8% | -34.9% |
| 6M | -37.8% | +37.3% | -75.1% | -46.0% |
| YTD | +33.1% | +9.7% | +23.4% | +25.6% |
| 1Y | +36.8% | +15.2% | +21.6% | +26.7% |
| 3Y | +356.1% | +61.8% | +294.3% | +268.1% |
| 5Y | +243.8% | -1.4% | +245.2% | +229.9% |
| 10Y | +542.4% | +61.6% | +480.8% | +420.8% |
| All | +3,388.7% | +8,761.6% | -5,372.9% | +796.8% |
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 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