+233.4%
GLW vs MLM
+29.9%
+203.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -11.1% | -2.9% | -8.2% | -9.8% |
| 30D | -28.4% | +10.4% | -38.9% | -31.3% |
| 3M | -28.8% | -3.7% | -25.1% | -27.8% |
| 6M | -39.8% | -10.3% | -29.6% | -37.9% |
| YTD | +28.7% | -14.8% | +43.5% | +35.6% |
| 1Y | +27.7% | -13.9% | +41.6% | +34.0% |
| 3Y | +331.3% | +18.4% | +313.0% | +278.1% |
| 5Y | +233.4% | +31.8% | +201.6% | +165.2% |
| All | +233.4% | +29.9% | +203.5% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling