+94.5%
MO vs SHW
+19.9%
+74.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -1.0% | -4.5% | +3.5% | -0.6% |
| 30D | +5.8% | -12.7% | +18.5% | +7.1% |
| 3M | -4.5% | +4.7% | -9.2% | -4.8% |
| 6M | +5.7% | -3.4% | +9.2% | +6.0% |
| YTD | +23.1% | -1.3% | +24.5% | +23.2% |
| 1Y | +10.9% | -10.4% | +21.3% | +11.9% |
| All | +94.5% | +19.9% | +74.6% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling