+526.0%
GLW vs MKC
+25.8%
+500.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.6% |
| 7D | +7.7% | -3.0% | +10.7% | +8.5% |
| 30D | -18.8% | +4.8% | -23.7% | -20.2% |
| 3M | -27.7% | -12.8% | -14.9% | -25.6% |
| 6M | -44.4% | +5.0% | -49.5% | -46.5% |
| YTD | +31.3% | -29.1% | +60.3% | +43.1% |
| 1Y | +40.0% | -26.4% | +66.4% | +50.5% |
| 3Y | +339.2% | -21.6% | +360.9% | +346.8% |
| 5Y | +229.2% | -35.2% | +264.4% | +252.8% |
| All | +526.0% | +25.8% | +500.2% | +446.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling