+32.1%
GLW vs MLM
-12.5%
+44.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +8.5% |
| 7D | -5.9% | -3.8% | -2.0% | -4.7% |
| 30D | -26.0% | +11.0% | -37.0% | -27.9% |
| 3M | -29.9% | -3.1% | -26.8% | -28.9% |
| 6M | -37.8% | -9.8% | -28.0% | -35.8% |
| YTD | +33.1% | -14.4% | +47.5% | +34.6% |
| All | +32.1% | -12.5% | +44.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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