+367.2%
GLW vs MP
+257.7%
+109.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.8% |
| 7D | -13.9% | -10.5% | -3.4% | -12.3% |
| 30D | -35.0% | -23.5% | -11.5% | -32.2% |
| 3M | -32.4% | -25.4% | -6.9% | -29.3% |
| 6M | -41.3% | -51.3% | +9.9% | -35.0% |
| YTD | +21.8% | -29.9% | +51.8% | +28.4% |
| 1Y | +21.8% | -31.8% | +53.7% | +28.6% |
| 3Y | +307.7% | +127.0% | +180.7% | +241.3% |
| 5Y | +213.7% | -3.3% | +217.0% | +186.3% |
| All | +367.2% | +257.7% | +109.5% | +278.7% |
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