+331.3%
GLW vs MP
+140.7%
+190.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.1% |
| 7D | -11.1% | -3.6% | -7.5% | -10.4% |
| 30D | -28.4% | -21.0% | -7.5% | -25.5% |
| 3M | -28.8% | -33.3% | +4.5% | -23.9% |
| 6M | -39.8% | -45.9% | +6.1% | -34.2% |
| YTD | +28.7% | -27.8% | +56.6% | +36.2% |
| 1Y | +27.7% | -43.2% | +70.9% | +37.5% |
| 3Y | +331.3% | +144.0% | +187.3% | +270.4% |
| All | +331.3% | +140.7% | +190.7% | +270.4% |
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 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