+224.4%
MRK vs SHW
+288.7%
-64.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.0% |
| 7D | -4.3% | -3.1% | -1.1% | -3.5% |
| 30D | +8.3% | -10.0% | +18.3% | +11.4% |
| 3M | +20.0% | +2.3% | +17.8% | +19.1% |
| 6M | +25.7% | +0.7% | +25.0% | +25.0% |
| YTD | +38.7% | +0.5% | +38.3% | +37.9% |
| 1Y | +74.7% | -11.5% | +86.2% | +79.2% |
| 3Y | +45.4% | +21.3% | +24.0% | +36.2% |
| 5Y | +129.0% | +12.5% | +116.5% | +115.0% |
| All | +224.4% | +288.7% | -64.3% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling