+855.4%
MU vs GLW
+304.0%
+551.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +3.3% |
| 7D | -22.0% | -13.9% | -8.1% | -12.7% |
| 30D | -36.6% | -35.0% | -1.6% | -14.4% |
| 3M | -21.7% | -32.4% | +10.6% | +0.4% |
| 6M | +3.5% | -41.3% | +44.9% | +45.3% |
| YTD | +141.9% | +21.8% | +120.1% | +86.9% |
| 1Y | +189.8% | +21.8% | +168.0% | +124.1% |
| 3Y | +855.4% | +307.7% | +547.7% | +240.6% |
| All | +855.4% | +304.0% | +551.3% | +240.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling