+37.0%
MDT vs SHW
+288.7%
-251.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.4% |
| 7D | -3.4% | -3.1% | -0.3% | -2.3% |
| 30D | +0.2% | -10.0% | +10.3% | +4.2% |
| 3M | +14.3% | +2.3% | +12.0% | +12.9% |
| 6M | +4.0% | +0.7% | +3.3% | +3.1% |
| YTD | -3.7% | +0.5% | -4.2% | -4.7% |
| 1Y | -0.4% | -11.5% | +11.1% | +3.2% |
| 3Y | +23.3% | +21.3% | +2.0% | +11.1% |
| 5Y | -18.9% | +12.5% | -31.4% | -26.8% |
| All | +37.0% | +288.7% | -251.7% | -20.2% |
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