+5,975.2%
MU vs GLW
+768.3%
+5,206.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.7% | +0.4% | +1.9% |
| 7D | +9.0% | +3.8% | +5.2% | +6.1% |
| 30D | +13.8% | -1.3% | +15.2% | +14.0% |
| 3M | +2.1% | -21.8% | +23.9% | +20.7% |
| 6M | +153.8% | +6.9% | +146.9% | +129.2% |
| YTD | +256.4% | +77.2% | +179.2% | +112.0% |
| 1Y | +719.8% | +123.2% | +596.5% | +310.9% |
| 3Y | +1,360.4% | +400.0% | +960.4% | +289.5% |
| 5Y | +1,312.4% | +342.8% | +969.6% | +311.0% |
| All | +5,975.2% | +768.3% | +5,206.9% | +839.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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