+297.3%
GLW vs MLM
+20.9%
+276.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.2% | -7.8% | -11.2% |
| 7D | -19.7% | -1.2% | -18.5% | -19.3% |
| 30D | -38.8% | +7.9% | -46.7% | -40.2% |
| 3M | -33.9% | -4.5% | -29.4% | -32.8% |
| 6M | -36.0% | -12.6% | -23.3% | -33.4% |
| YTD | +18.7% | -14.9% | +33.6% | +24.0% |
| 1Y | +19.8% | -13.1% | +32.9% | +24.2% |
| All | +297.3% | +20.9% | +276.4% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling