+493.9%
GLW vs MPC
+1,096.9%
-603.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | -13.9% | -16.2% | +2.3% | -9.2% |
| 30D | -35.0% | -15.7% | -19.3% | -31.7% |
| 3M | -32.4% | +24.9% | -57.3% | -37.3% |
| 6M | -41.3% | +52.7% | -94.0% | -49.1% |
| YTD | +21.8% | +131.9% | -110.0% | -8.9% |
| 1Y | +21.8% | +96.6% | -74.8% | -4.0% |
| 3Y | +307.7% | +163.8% | +143.9% | +181.2% |
| 5Y | +213.7% | +533.1% | -319.4% | +54.2% |
| All | +493.9% | +1,096.9% | -603.0% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling