+78.1%
MMM vs SHW
+340.1%
-262.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -0.8% | +0.7% | -1.5% | -1.2% |
| 30D | +14.4% | +8.4% | +6.0% | +10.1% |
| 3M | +1.8% | -2.2% | +4.0% | +2.7% |
| 6M | +31.3% | +13.3% | +18.0% | +22.9% |
| YTD | +18.0% | +9.2% | +8.8% | +12.2% |
| 1Y | +10.9% | +2.9% | +8.0% | +8.4% |
| 3Y | +160.6% | +41.1% | +119.5% | +117.5% |
| 5Y | +44.5% | +11.0% | +33.5% | +31.8% |
| All | +78.1% | +340.1% | -262.0% | -9.4% |
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