+8,639.7%
MDT vs SHW
+21,742.9%
-13,103.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -3.7% | +0.7% | -4.4% | -3.9% |
| 30D | +8.6% | +8.4% | +0.2% | +6.1% |
| 3M | +12.2% | -2.2% | +14.4% | +12.8% |
| 6M | +33.7% | +13.3% | +20.4% | +28.7% |
| YTD | +7.8% | +9.2% | -1.4% | +4.6% |
| 1Y | +8.9% | +2.9% | +6.0% | +7.3% |
| 3Y | +57.6% | +41.1% | +16.5% | +40.8% |
| 5Y | -0.7% | +11.0% | -11.6% | -7.0% |
| 10Y | +60.3% | +341.2% | -281.0% | +2.5% |
| All | +8,639.7% | +21,742.9% | -13,103.2% | +1,801.0% |
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