+7.0%
SHW vs MAR
+62.0%
-55.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +5.6% |
| 7D | +13.3% | +7.7% | +5.6% | +9.4% |
| 30D | +14.1% | +19.4% | -5.2% | +5.1% |
| 3M | +0.8% | +23.3% | -22.6% | -8.6% |
| 6M | +17.6% | +22.8% | -5.2% | +6.1% |
| YTD | +13.0% | +37.8% | -24.8% | -3.7% |
| 1Y | +7.0% | +57.4% | -50.4% | -13.9% |
| All | +7.0% | +62.0% | -55.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling