+4,542.6%
GLW vs MKC
+3,376.8%
+1,165.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +5.9% |
| 7D | +3.8% | -5.9% | +9.6% | +5.2% |
| 30D | -1.3% | -0.9% | -0.5% | -1.4% |
| 3M | -21.8% | +12.7% | -34.5% | -24.7% |
| 6M | +6.9% | -19.3% | +26.2% | +11.1% |
| YTD | +77.2% | -22.2% | +99.3% | +85.5% |
| 1Y | +123.2% | -23.3% | +146.6% | +133.7% |
| 3Y | +400.0% | -30.0% | +430.0% | +428.7% |
| 5Y | +342.8% | -33.8% | +376.6% | +370.5% |
| 10Y | +771.4% | +24.4% | +747.0% | +693.2% |
| All | +4,542.6% | +3,376.8% | +1,165.8% | +2,310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling