+243.8%
GLW vs MPC
+563.2%
-319.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.6% | +4.7% | +8.3% |
| 7D | -5.9% | -9.4% | +3.5% | -4.0% |
| 30D | -26.0% | -14.3% | -11.7% | -23.8% |
| 3M | -29.9% | +31.1% | -61.0% | -33.9% |
| 6M | -37.8% | +60.3% | -98.0% | -43.8% |
| YTD | +33.1% | +142.5% | -109.4% | +7.3% |
| 1Y | +36.8% | +104.6% | -67.8% | +15.2% |
| 3Y | +356.1% | +191.7% | +164.4% | +233.0% |
| 5Y | +243.8% | +549.2% | -305.4% | +84.1% |
| All | +243.8% | +563.2% | -319.4% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling