+1,079.5%
MPC vs SHW
+358.9%
+720.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -16.2% | +3.5% | -19.6% | -17.6% |
| 30D | -15.7% | +9.2% | -25.0% | -18.8% |
| 3M | +24.9% | -5.1% | +30.0% | +26.2% |
| 6M | +52.7% | +6.8% | +45.8% | +45.8% |
| YTD | +131.9% | +7.0% | +124.9% | +118.2% |
| 1Y | +96.6% | +4.1% | +92.5% | +87.1% |
| 3Y | +163.8% | +41.1% | +122.7% | +111.6% |
| 5Y | +533.1% | +12.9% | +520.3% | +450.9% |
| All | +1,079.5% | +358.9% | +720.6% | +361.2% |
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