+29.4%
MMM vs SHW
+15.5%
+13.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.3% | -3.2% | -0.1% | -1.9% |
| 30D | -7.0% | -9.5% | +2.5% | -2.9% |
| 3M | +10.8% | +11.5% | -0.6% | +5.1% |
| 6M | +5.8% | -3.5% | +9.3% | +6.7% |
| YTD | +6.8% | +3.7% | +3.0% | +4.4% |
| 1Y | +10.4% | -7.9% | +18.3% | +13.4% |
| 3Y | +104.7% | +24.7% | +80.0% | +84.2% |
| All | +29.4% | +15.5% | +13.9% | +14.1% |
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