+382.5%
GLW vs MKC
-33.2%
+415.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.6% |
| 7D | +14.0% | -4.3% | +18.4% | +14.4% |
| 30D | +0.4% | -2.0% | +2.4% | +0.4% |
| 3M | -11.3% | +10.0% | -21.3% | -12.9% |
| 6M | +35.1% | -18.5% | +53.6% | +40.6% |
| YTD | +90.5% | -22.4% | +113.0% | +99.9% |
| 1Y | +132.0% | -23.6% | +155.7% | +143.8% |
| 3Y | +463.3% | -30.4% | +493.8% | +499.3% |
| 5Y | +382.5% | -34.2% | +416.7% | +407.9% |
| All | +382.5% | -33.2% | +415.7% | +407.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling