+40.6%
GLW vs MKC
-18.2%
+58.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.3% | -3.9% |
| 7D | -9.5% | +9.6% | -19.1% | -6.3% |
| 30D | -25.5% | +12.0% | -37.5% | -22.1% |
| 3M | -25.6% | -2.0% | -23.6% | -24.7% |
| 6M | -25.5% | +7.2% | -32.7% | -22.9% |
| YTD | +36.4% | -23.7% | +60.1% | +47.3% |
| 1Y | +40.6% | -18.3% | +58.9% | +55.1% |
| All | +40.6% | -18.2% | +58.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling