+130.3%
MRK vs SHW
+11.7%
+118.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.0% | -4.5% | -0.5% | -4.2% |
| 30D | +11.0% | -12.7% | +23.6% | +13.9% |
| 3M | +22.4% | +4.7% | +17.7% | +21.3% |
| 6M | +25.4% | -3.4% | +28.8% | +25.9% |
| YTD | +39.5% | -1.3% | +40.8% | +39.6% |
| 1Y | +78.0% | -10.4% | +88.3% | +80.8% |
| 3Y | +45.5% | +20.1% | +25.4% | +42.0% |
| 5Y | +130.3% | +10.5% | +119.8% | +116.1% |
| All | +130.3% | +11.7% | +118.5% | +116.1% |
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