+39.7%
GLW vs MULL
+322.2%
-282.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.6% | -3.1% |
| 7D | +7.5% | +24.5% | -17.0% | +0.9% |
| 30D | -19.0% | -35.5% | +16.5% | -11.5% |
| 3M | -27.9% | -44.8% | +16.9% | -18.8% |
| 6M | -44.6% | -45.5% | +0.9% | -40.2% |
| YTD | +31.0% | +232.5% | -201.6% | -3.4% |
| 1Y | +39.7% | +343.3% | -303.5% | -3.8% |
| All | +39.7% | +322.2% | -282.4% | -3.8% |
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