+526.0%
GLW vs MXL
+161.9%
+364.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.1% | -2.9% |
| 7D | +7.7% | +13.4% | -5.7% | +4.4% |
| 30D | -18.8% | -29.2% | +10.4% | -12.2% |
| 3M | -27.7% | -27.2% | -0.5% | -22.8% |
| 6M | -44.4% | -36.4% | -8.0% | -39.1% |
| YTD | +31.3% | +220.0% | -188.7% | -7.2% |
| 1Y | +40.0% | +304.8% | -264.7% | -6.5% |
| 3Y | +339.2% | +238.5% | +100.8% | +170.4% |
| 5Y | +229.2% | -18.8% | +247.9% | +172.0% |
| All | +526.0% | +161.9% | +364.1% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling