+521.8%
GLW vs MPC
+1,105.8%
-584.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | -8.8% | -2.3% | -8.4% |
| 30D | -28.4% | -14.4% | -14.0% | -25.0% |
| 3M | -28.8% | +21.9% | -50.7% | -33.3% |
| 6M | -39.8% | +60.1% | -99.9% | -48.5% |
| YTD | +28.7% | +142.3% | -113.6% | -5.0% |
| 1Y | +27.7% | +101.7% | -74.0% | 0.0% |
| 3Y | +331.3% | +184.8% | +146.6% | +190.3% |
| 5Y | +233.4% | +564.6% | -331.2% | +61.4% |
| 10Y | +521.8% | +1,098.3% | -576.6% | +139.1% |
| All | +521.8% | +1,105.8% | -584.0% | +139.1% |
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