+188.9%
MCHP vs SHW
+281.7%
-92.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.3% |
| 7D | -2.1% | -4.5% | +2.4% | +0.8% |
| 30D | -11.1% | -12.7% | +1.6% | -3.1% |
| 3M | -18.1% | +4.7% | -22.8% | -21.4% |
| 6M | +10.8% | -3.4% | +14.2% | +11.5% |
| YTD | +14.2% | -1.3% | +15.6% | +13.5% |
| 1Y | +13.5% | -10.4% | +23.8% | +19.5% |
| 3Y | -2.0% | +20.1% | -22.1% | -15.1% |
| 5Y | +1.4% | +10.5% | -9.1% | -9.9% |
| All | +188.9% | +281.7% | -92.8% | +36.9% |
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