+280.4%
SHW vs MCO
+393.6%
-113.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.0% |
| 7D | -3.1% | -3.8% | +0.7% | -1.1% |
| 30D | -10.0% | -0.4% | -9.6% | -9.9% |
| 3M | +2.3% | +7.7% | -5.5% | -1.9% |
| 6M | +0.7% | +7.0% | -6.3% | -3.4% |
| YTD | +0.5% | -6.4% | +6.9% | +2.4% |
| 1Y | -11.5% | -7.6% | -3.8% | -9.5% |
| 3Y | +21.3% | +43.2% | -21.9% | -3.7% |
| 5Y | +12.5% | +29.6% | -17.0% | -7.9% |
| All | +280.4% | +393.6% | -113.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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