+767.2%
GLW vs MPC
+1,131.7%
-364.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +5.4% | -1.7% | +2.1% |
| 30D | -1.3% | +31.0% | -32.3% | -9.4% |
| 3M | -21.8% | +46.0% | -67.8% | -30.7% |
| 6M | +6.9% | +77.3% | -70.4% | -11.9% |
| YTD | +77.2% | +141.9% | -64.8% | +31.5% |
| 1Y | +123.2% | +120.9% | +2.3% | +70.2% |
| 3Y | +400.0% | +182.7% | +217.3% | +238.4% |
| 5Y | +342.8% | +646.4% | -303.6% | +107.2% |
| All | +767.2% | +1,131.7% | -364.5% | +229.3% |
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