+297.3%
GLW vs MPC
+163.4%
+133.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.9% | -9.0% | -12.4% |
| 7D | -19.7% | -12.8% | -7.0% | -18.5% |
| 30D | -38.8% | -12.7% | -26.1% | -37.9% |
| 3M | -33.9% | +27.1% | -60.9% | -35.7% |
| 6M | -36.0% | +45.8% | -81.8% | -38.8% |
| YTD | +18.7% | +134.7% | -116.0% | +3.6% |
| 1Y | +19.8% | +106.0% | -86.3% | +7.3% |
| All | +297.3% | +163.4% | +133.9% | +207.7% |
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 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