+393.6%
GLW vs MP
+268.3%
+125.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.2% |
| 7D | -11.1% | -3.6% | -7.5% | -10.5% |
| 30D | -28.4% | -21.0% | -7.5% | -25.7% |
| 3M | -28.8% | -33.3% | +4.5% | -24.3% |
| 6M | -39.8% | -45.9% | +6.1% | -34.2% |
| YTD | +28.7% | -27.8% | +56.6% | +35.1% |
| 1Y | +27.7% | -43.2% | +70.9% | +37.5% |
| 3Y | +331.3% | +144.0% | +187.3% | +257.6% |
| 5Y | +233.4% | -6.1% | +239.5% | +205.0% |
| All | +393.6% | +268.3% | +125.3% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling