+9.3%
MCD vs SHW
+41.6%
-32.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +16.0% | +8.4% | +7.6% | +13.8% |
| 3M | 0.0% | -2.2% | +2.2% | +0.2% |
| 6M | +0.9% | +13.3% | -12.4% | -2.3% |
| YTD | -8.7% | +9.2% | -17.9% | -11.0% |
| 1Y | -8.6% | +2.9% | -11.5% | -9.7% |
| All | +9.3% | +41.6% | -32.3% | -3.3% |
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