+123.2%
GLW vs MXL
+316.6%
-193.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.3% |
| 7D | +3.8% | +1.6% | +2.1% | +3.3% |
| 30D | -1.3% | -7.0% | +5.7% | +0.2% |
| 3M | -21.8% | -33.4% | +11.6% | -14.7% |
| 6M | +6.9% | +260.2% | -253.3% | -24.3% |
| YTD | +77.2% | +260.0% | -182.8% | +24.7% |
| 1Y | +123.2% | +303.5% | -180.2% | +51.2% |
| All | +123.2% | +316.6% | -193.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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