+20.8%
MCD vs SHW
+11.1%
+9.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +1.9% | -3.6% | -2.1% |
| 30D | +14.1% | +8.1% | +6.1% | +12.1% |
| 3M | +0.6% | -2.8% | +3.4% | +1.1% |
| 6M | 0.0% | +15.0% | -15.0% | -3.4% |
| YTD | -9.3% | +9.0% | -18.3% | -11.5% |
| 1Y | -9.3% | +4.5% | -13.8% | -10.7% |
| 3Y | +8.6% | +41.9% | -33.2% | -1.0% |
| All | +20.8% | +11.1% | +9.7% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling