+568.4%
MA vs SHW
+352.3%
+216.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.8% | +4.2% | -2.4% | -0.3% |
| 30D | +11.8% | +11.3% | +0.6% | +6.1% |
| 3M | +17.2% | -1.8% | +19.0% | +17.8% |
| 6M | +33.4% | +12.7% | +20.7% | +24.6% |
| YTD | +16.1% | +10.4% | +5.7% | +8.5% |
| 1Y | +19.9% | +4.7% | +15.2% | +15.0% |
| 3Y | +70.1% | +42.7% | +27.4% | +35.4% |
| 5Y | +89.6% | +14.5% | +75.1% | +65.8% |
| 10Y | +568.4% | +340.7% | +227.7% | +202.8% |
| All | +568.4% | +352.3% | +216.1% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling