+806.8%
GLW vs MXL
+228.5%
+578.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +15.5% | +33.1% | -17.5% | +8.0% |
| 30D | -19.6% | -33.5% | +13.9% | -12.3% |
| 3M | -28.5% | -20.7% | -7.8% | -25.4% |
| 6M | -39.5% | -35.9% | -3.6% | -34.4% |
| YTD | +37.2% | +238.3% | -201.1% | -1.9% |
| 1Y | +35.4% | +296.2% | -260.8% | -6.5% |
| 3Y | +359.7% | +254.1% | +105.6% | +192.4% |
| 5Y | +244.0% | -14.1% | +258.1% | +179.7% |
| 10Y | +556.7% | +178.1% | +378.6% | +267.6% |
| All | +806.8% | +228.5% | +578.3% | +310.6% |
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