+758.5%
GLW vs MPC
+2,885.5%
-2,126.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.9% | -9.0% | -11.7% |
| 7D | -19.7% | -12.8% | -7.0% | -16.3% |
| 30D | -38.8% | -12.7% | -26.1% | -36.4% |
| 3M | -33.9% | +27.1% | -60.9% | -39.0% |
| 6M | -36.0% | +45.8% | -81.8% | -43.8% |
| YTD | +18.7% | +134.7% | -116.0% | -11.5% |
| 1Y | +19.8% | +106.0% | -86.3% | -7.1% |
| 3Y | +294.3% | +165.5% | +128.8% | +172.5% |
| 5Y | +205.7% | +540.9% | -335.2% | +52.6% |
| 10Y | +493.8% | +1,133.6% | -639.9% | +115.0% |
| All | +758.5% | +2,885.5% | -2,126.9% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling