+833.1%
GLW vs MXL
+284.4%
+548.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.1% | -2.4% |
| 7D | +11.7% | +16.6% | -4.9% | +7.7% |
| 30D | +2.7% | +0.5% | +2.2% | +2.2% |
| 3M | -2.8% | -3.6% | +0.8% | -2.3% |
| 6M | +20.2% | +328.0% | -307.9% | -19.9% |
| YTD | +87.3% | +297.8% | -210.5% | +26.8% |
| 1Y | +119.6% | +339.4% | -219.8% | +43.9% |
| 3Y | +453.7% | +201.7% | +251.9% | +251.8% |
| 5Y | +376.1% | +32.8% | +343.3% | +246.3% |
| All | +833.1% | +284.4% | +548.7% | +338.9% |
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