+938.2%
MU vs GLW
+228.2%
+710.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | +0.6% |
| 7D | +12.8% | +7.7% | +5.1% | +7.0% |
| 30D | -14.9% | -18.8% | +4.0% | -0.2% |
| 3M | -18.0% | -27.7% | +9.7% | +1.9% |
| 6M | -3.1% | -44.4% | +41.3% | +42.4% |
| YTD | +172.9% | +31.3% | +141.6% | +95.4% |
| 1Y | +228.8% | +40.0% | +188.8% | +124.1% |
| 3Y | +950.8% | +339.2% | +611.6% | +181.6% |
| All | +938.2% | +228.2% | +710.1% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling