+180.6%
MPC vs SHW
+25.2%
+155.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +5.4% | -3.2% | +8.7% | +5.4% |
| 30D | +31.0% | -9.5% | +40.5% | +30.9% |
| 3M | +46.0% | +11.5% | +34.6% | +44.9% |
| 6M | +77.3% | -3.5% | +80.9% | +79.1% |
| YTD | +141.9% | +3.7% | +138.2% | +140.0% |
| 1Y | +120.9% | -7.9% | +128.8% | +125.1% |
| All | +180.6% | +25.2% | +155.4% | +183.4% |
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