+478.1%
GLW vs MXL
+209.6%
+268.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | -0.2% |
| 7D | +16.9% | +19.0% | -2.1% | +12.5% |
| 30D | +7.0% | +4.5% | +2.5% | +5.7% |
| 3M | -3.0% | -1.5% | -1.5% | -2.3% |
| 6M | +31.0% | +348.6% | -317.6% | -5.1% |
| YTD | +93.4% | +310.3% | -216.9% | +42.6% |
| 1Y | +134.7% | +344.7% | -210.0% | +69.2% |
| All | +478.1% | +209.6% | +268.5% | +301.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling