+2,972.8%
GLW vs MLM
+2,961.7%
+11.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.5% | +5.2% |
| 7D | +3.8% | -2.9% | +6.7% | +5.0% |
| 30D | -1.3% | -6.8% | +5.5% | +1.3% |
| 3M | -21.8% | -11.2% | -10.6% | -19.0% |
| 6M | +6.9% | -21.8% | +28.7% | +17.0% |
| YTD | +77.2% | -17.0% | +94.1% | +88.4% |
| 1Y | +123.2% | -16.4% | +139.6% | +136.3% |
| 3Y | +400.0% | +14.5% | +385.5% | +359.1% |
| 5Y | +342.8% | +41.7% | +301.1% | +267.8% |
| 10Y | +771.4% | +200.0% | +571.3% | +406.5% |
| All | +2,972.8% | +2,961.7% | +11.1% | +684.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling