+83.0%
MMM vs SHW
+371.2%
-288.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | 0.0% |
| 7D | +5.8% | +1.6% | +4.2% | +5.1% |
| 30D | +17.9% | +12.1% | +5.8% | +11.7% |
| 3M | +3.6% | -3.0% | +6.6% | +4.9% |
| 6M | +32.9% | +13.5% | +19.4% | +24.3% |
| YTD | +19.5% | +11.2% | +8.2% | +12.7% |
| 1Y | +16.5% | +6.2% | +10.3% | +12.3% |
| 3Y | +167.2% | +45.6% | +121.5% | +119.6% |
| 5Y | +48.2% | +15.6% | +32.6% | +32.5% |
| 10Y | +83.0% | +356.5% | -273.4% | -9.5% |
| All | +83.0% | +371.2% | -288.1% | -9.5% |
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