+12.9%
SHW vs MAR
+158.8%
-146.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -11.4% | -4.7% | -6.7% | -9.8% |
| 3M | +3.5% | -15.6% | +19.1% | +10.3% |
| 6M | -3.4% | +1.2% | -4.6% | -4.0% |
| YTD | -0.3% | +7.5% | -7.8% | -3.5% |
| 1Y | -10.4% | +26.6% | -37.1% | -18.8% |
| 3Y | +21.3% | +66.0% | -44.7% | -2.2% |
| 5Y | +12.9% | +154.1% | -141.2% | -22.0% |
| All | +12.9% | +158.8% | -146.0% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling