+513.2%
MA vs SHW
+275.0%
+238.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -2.0% |
| 30D | +0.8% | -11.4% | +12.2% | +6.6% |
| 3M | +14.8% | +3.5% | +11.3% | +12.2% |
| 6M | +10.0% | -3.4% | +13.3% | +10.4% |
| YTD | -0.1% | -0.3% | +0.2% | -1.7% |
| 1Y | -2.2% | -10.4% | +8.2% | +1.2% |
| 3Y | +39.3% | +21.3% | +18.0% | +20.8% |
| 5Y | +66.3% | +12.9% | +53.5% | +45.6% |
| 10Y | +513.2% | +284.1% | +229.1% | +213.4% |
| All | +513.2% | +275.0% | +238.2% | +213.4% |
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