+120.9%
MPC vs SHW
-7.8%
+128.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.5% |
| 7D | +5.4% | -3.2% | +8.7% | +4.2% |
| 30D | +31.0% | -9.5% | +40.5% | +26.3% |
| 3M | +46.0% | +11.5% | +34.6% | +52.9% |
| 6M | +77.3% | -3.5% | +80.9% | +81.8% |
| YTD | +141.9% | +3.7% | +138.2% | +149.8% |
| 1Y | +120.9% | -7.9% | +128.8% | +126.3% |
| All | +120.9% | -7.8% | +128.7% | +126.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling