+601.4%
MPC vs SHW
+12.4%
+588.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.6% |
| 7D | +9.4% | +0.7% | +8.7% | +9.4% |
| 30D | -13.4% | +8.4% | -21.9% | -13.9% |
| 3M | +18.9% | -2.2% | +21.1% | +19.1% |
| 6M | +64.9% | +13.3% | +51.6% | +62.6% |
| YTD | +156.8% | +9.2% | +147.6% | +153.1% |
| 1Y | +113.2% | +2.9% | +110.3% | +112.3% |
| 3Y | +201.8% | +41.1% | +160.7% | +185.8% |
| 5Y | +601.4% | +11.0% | +590.4% | +556.7% |
| All | +601.4% | +12.4% | +588.9% | +556.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling