-3.3%
GLW vs MP
+19.4%
-22.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.4% |
| 7D | +3.8% | -2.9% | +6.6% | +4.3% |
| 30D | -1.3% | +13.8% | -15.2% | -3.8% |
| All | -3.3% | +19.4% | -22.7% | -5.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling