+833.1%
GLW vs MKC
+29.3%
+803.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | +11.7% | -2.8% | +14.5% | +12.6% |
| 30D | +2.7% | -3.4% | +6.0% | +3.3% |
| 3M | -2.8% | +3.8% | -6.6% | -4.9% |
| 6M | +20.2% | -17.9% | +38.1% | +26.3% |
| YTD | +87.3% | -23.6% | +110.9% | +101.2% |
| 1Y | +119.6% | -23.1% | +142.7% | +134.1% |
| 3Y | +453.7% | -31.5% | +485.2% | +504.2% |
| 5Y | +376.1% | -33.1% | +409.2% | +412.8% |
| All | +833.1% | +29.3% | +803.8% | +728.5% |
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