+229.1%
GLW vs MULL
+2,561.4%
-2,332.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.8% | -6.1% | +3.1% |
| 7D | +3.8% | +17.3% | -13.5% | +0.1% |
| 30D | -1.3% | +23.5% | -24.8% | -6.2% |
| 3M | -21.8% | -24.0% | +2.2% | -21.2% |
| 6M | +6.9% | +276.7% | -269.8% | -21.8% |
| YTD | +77.2% | +565.1% | -487.9% | +16.1% |
| 1Y | +123.2% | +2,802.6% | -2,679.3% | +12.9% |
| All | +229.1% | +2,561.4% | -2,332.3% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling