+72.9%
MA vs SHW
+43.1%
+29.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.2% |
| 7D | +3.2% | +5.7% | -2.5% | +1.4% |
| 30D | +15.9% | +8.7% | +7.3% | +13.0% |
| 3M | +15.2% | -5.4% | +20.5% | +16.8% |
| 6M | +32.4% | +12.2% | +20.1% | +27.1% |
| YTD | +15.6% | +8.5% | +7.2% | +11.3% |
| 1Y | +19.3% | +4.9% | +14.4% | +16.3% |
| All | +72.9% | +43.1% | +29.8% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling