+297.3%
GLW vs MP
+104.2%
+193.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.0% | -6.9% | -11.9% |
| 7D | -19.7% | -19.0% | -0.8% | -16.7% |
| 30D | -38.8% | -30.5% | -8.3% | -34.9% |
| 3M | -33.9% | -29.6% | -4.3% | -30.0% |
| 6M | -36.0% | -50.4% | +14.5% | -29.0% |
| YTD | +18.7% | -33.2% | +52.0% | +27.3% |
| 1Y | +19.8% | -38.6% | +58.4% | +29.2% |
| All | +297.3% | +104.2% | +193.1% | +250.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling