+119.6%
GLW vs MKC
-23.8%
+143.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.4% |
| 7D | +11.7% | -2.8% | +14.5% | +10.8% |
| 30D | +2.7% | -3.4% | +6.0% | +1.8% |
| 3M | -2.8% | +3.8% | -6.6% | -1.3% |
| 6M | +20.2% | -17.9% | +38.1% | +26.1% |
| YTD | +87.3% | -23.6% | +110.9% | +92.8% |
| 1Y | +119.6% | -23.1% | +142.7% | +129.5% |
| All | +119.6% | -23.8% | +143.4% | +129.5% |
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 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