+4,271.9%
MU vs GLW
+554.8%
+3,717.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.3% | -3.0% | -0.5% |
| 7D | -12.0% | -5.9% | -6.2% | -7.4% |
| 30D | -28.7% | -26.0% | -2.7% | -10.8% |
| 3M | -16.4% | -29.9% | +13.4% | +6.0% |
| 6M | -1.8% | -37.8% | +36.0% | +33.6% |
| YTD | +157.1% | +33.1% | +123.9% | +85.4% |
| 1Y | +208.5% | +36.8% | +171.7% | +118.5% |
| 3Y | +906.2% | +356.1% | +550.1% | +180.6% |
| 5Y | +893.4% | +243.8% | +649.6% | +242.8% |
| 10Y | +4,271.9% | +542.4% | +3,729.5% | +650.5% |
| All | +4,271.9% | +554.8% | +3,717.1% | +650.5% |
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