-18.3%
MDT vs SHW
+11.7%
-30.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.6% | -4.5% | +2.9% | -0.3% |
| 30D | +1.0% | -12.7% | +13.7% | +4.9% |
| 3M | +15.2% | +4.7% | +10.5% | +13.5% |
| 6M | +3.7% | -3.4% | +7.1% | +4.3% |
| YTD | -3.0% | -1.3% | -1.6% | -3.2% |
| 1Y | +2.5% | -10.4% | +12.8% | +4.8% |
| 3Y | +26.5% | +20.1% | +6.4% | +18.3% |
| 5Y | -18.3% | +10.5% | -28.8% | -28.7% |
| All | -18.3% | +11.7% | -30.0% | -28.7% |
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