+54.7%
MMM vs SHW
+275.0%
-220.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | -2.6% | -3.2% | +0.6% | -1.1% |
| 30D | -9.3% | -11.4% | +2.1% | -4.1% |
| 3M | +5.6% | +3.5% | +2.1% | +3.4% |
| 6M | +9.5% | -3.4% | +12.8% | +10.4% |
| YTD | +4.1% | -0.3% | +4.5% | +3.5% |
| 1Y | +9.4% | -10.4% | +19.8% | +14.0% |
| 3Y | +101.0% | +21.3% | +79.7% | +80.0% |
| 5Y | +26.1% | +12.9% | +13.3% | +13.8% |
| 10Y | +54.7% | +284.1% | -229.4% | -19.6% |
| All | +54.7% | +275.0% | -220.3% | -19.6% |
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