+1,070.9%
GLW vs MXL
+249.5%
+821.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.5% |
| 7D | +3.8% | +1.6% | +2.1% | +3.4% |
| 30D | -1.3% | -7.0% | +5.7% | 0.0% |
| 3M | -21.8% | -33.4% | +11.6% | -15.2% |
| 6M | +6.9% | +260.2% | -253.3% | -23.9% |
| YTD | +77.2% | +260.0% | -182.8% | +25.8% |
| 1Y | +123.2% | +303.5% | -180.2% | +53.4% |
| 3Y | +400.0% | +160.4% | +239.6% | +239.2% |
| 5Y | +342.8% | +14.7% | +328.1% | +238.2% |
| 10Y | +771.4% | +215.6% | +555.8% | +377.4% |
| All | +1,070.9% | +249.5% | +821.3% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling