+642.2%
MPC vs SHW
+15.5%
+626.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +5.4% | -3.2% | +8.7% | +5.7% |
| 30D | +31.0% | -9.5% | +40.5% | +31.9% |
| 3M | +46.0% | +11.5% | +34.6% | +43.9% |
| 6M | +77.3% | -3.5% | +80.9% | +77.8% |
| YTD | +141.9% | +3.7% | +138.2% | +139.2% |
| 1Y | +120.9% | -7.9% | +128.8% | +122.9% |
| 3Y | +182.7% | +24.7% | +158.0% | +171.1% |
| All | +642.2% | +15.5% | +626.7% | +599.1% |
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