+191.2%
MPC vs SHW
+43.3%
+147.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -2.1% | +4.7% | +2.5% |
| 30D | -12.2% | +11.1% | -23.3% | -11.9% |
| 3M | +20.1% | -2.2% | +22.2% | +20.4% |
| 6M | +60.6% | +14.3% | +46.3% | +60.1% |
| YTD | +150.6% | +10.6% | +140.0% | +149.0% |
| 1Y | +104.7% | +4.1% | +100.6% | +106.4% |
| All | +191.2% | +43.3% | +147.9% | +175.5% |
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