+4,524.1%
MU vs GLW
+554.5%
+3,969.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | +21.6% | +15.5% | +6.1% | +9.6% |
| 30D | -16.2% | -19.6% | +3.3% | -1.0% |
| 3M | -12.4% | -28.5% | +16.1% | +9.9% |
| 6M | +4.2% | -39.5% | +43.7% | +45.2% |
| YTD | +180.0% | +37.2% | +142.8% | +97.9% |
| 1Y | +226.4% | +35.4% | +191.0% | +133.6% |
| 3Y | +969.7% | +359.7% | +610.0% | +197.7% |
| 5Y | +957.9% | +244.0% | +713.9% | +265.9% |
| All | +4,524.1% | +554.5% | +3,969.6% | +719.4% |
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