+205.7%
GLW vs MPC
+551.6%
-345.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.9% | -9.0% | -12.1% |
| 7D | -19.7% | -12.8% | -7.0% | -17.6% |
| 30D | -38.8% | -12.7% | -26.1% | -37.2% |
| 3M | -33.9% | +27.1% | -60.9% | -37.2% |
| 6M | -36.0% | +45.8% | -81.8% | -41.1% |
| YTD | +18.7% | +134.7% | -116.0% | -3.6% |
| 1Y | +19.8% | +106.0% | -86.3% | +0.5% |
| 3Y | +294.3% | +165.5% | +128.8% | +195.7% |
| 5Y | +205.7% | +540.9% | -335.2% | +63.9% |
| All | +205.7% | +551.6% | -345.9% | +63.9% |
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