+253.9%
GLW vs MULL
+2,481.0%
-2,227.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.0% | +10.6% | +8.2% |
| 7D | +14.0% | +14.0% | 0.0% | +10.7% |
| 30D | +0.4% | +24.8% | -24.5% | -4.9% |
| 3M | -11.3% | -16.1% | +4.8% | -11.6% |
| 6M | +35.1% | +330.9% | -295.8% | -3.3% |
| YTD | +90.5% | +545.0% | -454.5% | +25.6% |
| 1Y | +132.0% | +2,427.1% | -2,295.1% | +20.1% |
| All | +253.9% | +2,481.0% | -2,227.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling