+410.2%
GLW vs MP
+154.2%
+256.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.5% |
| 7D | +3.8% | -2.9% | +6.6% | +4.2% |
| 30D | -1.3% | +13.8% | -15.2% | -3.6% |
| 3M | -21.8% | -16.7% | -5.1% | -20.2% |
| 6M | +6.9% | -11.5% | +18.4% | +7.8% |
| YTD | +77.2% | +7.9% | +69.2% | +75.3% |
| 1Y | +123.2% | -15.0% | +138.3% | +123.3% |
| All | +410.2% | +154.2% | +256.0% | +317.5% |
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