+180.0%
MCD vs SHW
+275.8%
-95.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.8% |
| 7D | -2.0% | -1.2% | -0.9% | -1.7% |
| 30D | -6.1% | -11.6% | +5.5% | -2.2% |
| 3M | -7.3% | +9.1% | -16.4% | -10.4% |
| 6M | -20.9% | -0.7% | -20.3% | -21.4% |
| YTD | -14.7% | +1.4% | -16.0% | -15.9% |
| 1Y | -16.1% | -12.3% | -3.8% | -13.2% |
| 3Y | -1.5% | +23.4% | -24.9% | -11.8% |
| 5Y | +20.4% | +15.0% | +5.4% | +8.0% |
| 10Y | +180.0% | +278.3% | -98.3% | +63.9% |
| All | +180.0% | +275.8% | -95.8% | +63.9% |
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