+542.3%
MPC vs SHW
+14.0%
+528.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -3.7% |
| 7D | -12.8% | +5.7% | -18.5% | -13.1% |
| 30D | -12.7% | +8.7% | -21.4% | -13.2% |
| 3M | +27.1% | -5.4% | +32.4% | +27.6% |
| 6M | +45.8% | +12.2% | +33.5% | +43.7% |
| YTD | +134.7% | +8.5% | +126.2% | +131.4% |
| 1Y | +106.0% | +4.9% | +101.1% | +104.3% |
| 3Y | +165.5% | +42.8% | +122.6% | +150.8% |
| All | +542.3% | +14.0% | +528.3% | +491.6% |
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