+307.7%
GLW vs MPC
+160.2%
+147.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -13.9% | -16.2% | +2.3% | -12.2% |
| 30D | -35.0% | -15.7% | -19.3% | -33.8% |
| 3M | -32.4% | +24.9% | -57.3% | -34.1% |
| 6M | -41.3% | +52.7% | -94.0% | -44.2% |
| YTD | +21.8% | +131.9% | -110.0% | +6.4% |
| 1Y | +21.8% | +96.6% | -74.8% | +10.1% |
| 3Y | +307.7% | +163.8% | +143.9% | +216.2% |
| All | +307.7% | +160.2% | +147.5% | +216.2% |
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