+4,651.7%
SHW vs MAR
+3,207.6%
+1,444.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.6% |
| 7D | +4.2% | +2.9% | +1.4% | +3.3% |
| 30D | +11.3% | +17.0% | -5.8% | +5.6% |
| 3M | -1.8% | +23.2% | -25.0% | -8.4% |
| 6M | +12.7% | +21.7% | -9.0% | +5.3% |
| YTD | +10.4% | +38.9% | -28.4% | -1.5% |
| 1Y | +4.7% | +48.7% | -43.9% | -8.7% |
| 3Y | +42.7% | +122.9% | -80.2% | +7.3% |
| 5Y | +14.5% | +177.5% | -162.9% | -21.5% |
| 10Y | +340.7% | +537.5% | -196.8% | +106.5% |
| All | +4,651.7% | +3,207.6% | +1,444.1% | +1,000.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling