+463.3%
GLW vs MKC
-29.9%
+493.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.5% |
| 7D | +14.0% | -4.3% | +18.4% | +13.8% |
| 30D | +0.4% | -2.0% | +2.4% | +0.2% |
| 3M | -11.3% | +10.0% | -21.3% | -11.6% |
| 6M | +35.1% | -18.5% | +53.6% | +40.1% |
| YTD | +90.5% | -22.4% | +113.0% | +98.3% |
| 1Y | +132.0% | -23.6% | +155.7% | +142.1% |
| 3Y | +463.3% | -30.4% | +493.8% | +479.0% |
| All | +463.3% | -29.9% | +493.2% | +479.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling