+2.6%
MU vs GLW
-36.9%
+39.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.9% | -4.5% | -7.9% |
| 7D | -29.7% | -19.7% | -10.0% | -16.8% |
| 30D | -37.2% | -38.8% | +1.6% | -10.5% |
| 3M | -26.5% | -33.9% | +7.4% | -3.4% |
| 6M | +2.6% | -36.0% | +38.5% | +42.8% |
| All | +2.6% | -36.9% | +39.4% | +42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling