+274.9%
MRVL vs SHW
+16.0%
+258.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.2% |
| 7D | +7.1% | -1.2% | +8.3% | +7.9% |
| 30D | +3.1% | -11.6% | +14.7% | +11.0% |
| 3M | -21.9% | +9.1% | -31.1% | -27.5% |
| 6M | +151.8% | -0.7% | +152.5% | +147.7% |
| YTD | +165.6% | +1.4% | +164.3% | +155.1% |
| 1Y | +242.3% | -12.3% | +254.5% | +261.9% |
| 3Y | +308.2% | +23.4% | +284.8% | +230.4% |
| All | +274.9% | +16.0% | +258.9% | +209.2% |
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