+236.9%
MU vs GLW
+38.7%
+198.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.4% | +4.5% | +7.0% |
| 7D | +2.0% | +1.4% | +0.6% | +1.9% |
| 30D | -18.0% | -18.2% | +0.3% | -6.1% |
| 3M | -6.6% | -24.2% | +17.6% | +9.8% |
| 6M | +2.0% | -41.7% | +43.8% | +39.1% |
| YTD | +184.5% | +38.3% | +146.2% | +125.0% |
| 1Y | +236.9% | +38.2% | +198.7% | +164.4% |
| All | +236.9% | +38.7% | +198.2% | +164.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling