+9,476.7%
SHW vs MCO
+7,398.7%
+2,078.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -3.2% | -3.1% | -0.1% | -2.2% |
| 30D | -11.4% | -0.5% | -10.9% | -11.3% |
| 3M | +3.5% | +5.7% | -2.2% | +1.4% |
| 6M | -3.4% | +3.0% | -6.4% | -4.6% |
| YTD | -0.3% | -6.5% | +6.1% | +1.0% |
| 1Y | -10.4% | -5.8% | -4.7% | -9.6% |
| 3Y | +21.3% | +43.1% | -21.8% | +5.7% |
| 5Y | +12.9% | +29.5% | -16.6% | +0.9% |
| 10Y | +284.1% | +388.8% | -104.7% | +125.2% |
| All | +9,476.7% | +7,398.7% | +2,078.0% | +2,029.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling