+355.3%
GLW vs MP
+240.8%
+114.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.0% | -6.9% | -12.0% |
| 7D | -19.7% | -19.0% | -0.8% | -17.0% |
| 30D | -38.8% | -30.5% | -8.3% | -35.2% |
| 3M | -33.9% | -29.6% | -4.3% | -30.3% |
| 6M | -36.0% | -50.4% | +14.5% | -29.1% |
| YTD | +18.7% | -33.2% | +52.0% | +26.1% |
| 1Y | +19.8% | -38.6% | +58.4% | +28.1% |
| 3Y | +294.3% | +105.5% | +188.8% | +235.0% |
| 5Y | +205.7% | -7.8% | +213.6% | +181.2% |
| All | +355.3% | +240.8% | +114.5% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling