+27.7%
GLW vs MULL
+251.4%
-223.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.6% |
| 7D | -11.1% | -32.2% | +21.1% | -2.7% |
| 30D | -28.4% | -55.4% | +26.9% | -13.5% |
| 3M | -28.8% | -41.3% | +12.5% | -20.6% |
| 6M | -39.8% | -44.9% | +5.1% | -34.3% |
| YTD | +28.7% | +192.4% | -163.7% | -3.1% |
| 1Y | +27.7% | +239.4% | -211.7% | -7.7% |
| All | +27.7% | +251.4% | -223.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling