+15,614.6%
MA vs SHW
+2,752.6%
+12,862.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +2.3% | +3.5% | -1.2% | +0.4% |
| 30D | +14.7% | +9.2% | +5.4% | +9.5% |
| 3M | +13.5% | -5.1% | +18.6% | +16.1% |
| 6M | +33.1% | +6.8% | +26.3% | +27.3% |
| YTD | +15.1% | +7.0% | +8.1% | +8.8% |
| 1Y | +18.7% | +4.1% | +14.6% | +13.8% |
| 3Y | +72.1% | +41.1% | +31.0% | +37.0% |
| 5Y | +92.8% | +12.9% | +79.9% | +67.8% |
| 10Y | +571.6% | +366.3% | +205.3% | +159.8% |
| All | +15,614.6% | +2,752.6% | +12,862.0% | +2,073.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling