+1,362.4%
MU vs GLW
+400.9%
+961.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.7% | +0.4% | +2.2% |
| 7D | +9.0% | +3.8% | +5.2% | +6.3% |
| 30D | +13.8% | -1.3% | +15.2% | +14.1% |
| 3M | +2.1% | -21.8% | +23.9% | +19.2% |
| 6M | +153.8% | +6.9% | +146.9% | +134.6% |
| YTD | +256.4% | +77.2% | +179.2% | +117.4% |
| 1Y | +719.8% | +123.2% | +596.5% | +320.0% |
| All | +1,362.4% | +400.9% | +961.5% | +356.4% |
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 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