+280.4%
SHW vs MAR
+450.9%
-170.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -10.0% | -5.4% | -4.6% | -8.5% |
| 3M | +2.3% | -15.5% | +17.8% | +7.5% |
| 6M | +0.7% | +3.0% | -2.3% | -0.4% |
| YTD | +0.5% | +8.5% | -8.0% | -2.3% |
| 1Y | -11.5% | +26.0% | -37.4% | -18.0% |
| 3Y | +21.3% | +68.6% | -47.3% | +2.3% |
| 5Y | +12.5% | +157.4% | -144.8% | -17.0% |
| All | +280.4% | +450.9% | -170.5% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling