+6,475.2%
MCD vs SHW
+21,289.8%
-14,814.5%
-73.6%
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 | +7.1% | +3.5% | +3.7% | +6.1% |
| 30D | +19.8% | +9.2% | +10.5% | +16.8% |
| 3M | +0.8% | -5.1% | +5.9% | +2.2% |
| 6M | -1.3% | +6.8% | -8.2% | -3.5% |
| YTD | -7.8% | +7.0% | -14.7% | -10.1% |
| 1Y | -5.0% | +4.1% | -9.1% | -6.7% |
| 3Y | +10.5% | +41.1% | -30.5% | -1.7% |
| 5Y | +22.0% | +12.9% | +9.1% | +13.0% |
| 10Y | +216.7% | +366.3% | -149.7% | +96.8% |
| All | +6,475.2% | +21,289.8% | -14,814.5% | +1,120.0% |
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