+410.2%
GLW vs MPC
+181.4%
+228.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | +3.8% | +5.4% | -1.7% | +3.2% |
| 30D | -1.3% | +31.0% | -32.3% | -4.2% |
| 3M | -21.8% | +46.0% | -67.8% | -25.0% |
| 6M | +6.9% | +77.3% | -70.4% | -0.8% |
| YTD | +77.2% | +141.9% | -64.8% | +54.8% |
| 1Y | +123.2% | +120.9% | +2.3% | +98.8% |
| All | +410.2% | +181.4% | +228.8% | +302.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling