+307.7%
GLW vs MLM
+18.7%
+289.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | -13.9% | -4.1% | -9.8% | -12.6% |
| 30D | -35.0% | +8.2% | -43.2% | -36.6% |
| 3M | -32.4% | -3.6% | -28.8% | -31.5% |
| 6M | -41.3% | -15.6% | -25.8% | -38.2% |
| YTD | +21.8% | -16.4% | +38.3% | +28.0% |
| 1Y | +21.8% | -14.3% | +36.2% | +26.9% |
| 3Y | +307.7% | +19.3% | +288.4% | +254.2% |
| All | +307.7% | +18.7% | +289.0% | +254.2% |
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