+7.0%
SHW vs MDB
-8.5%
+15.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +6.6% |
| 7D | +13.3% | -16.5% | +29.8% | +12.9% |
| 30D | +14.1% | -8.6% | +22.7% | +13.9% |
| 3M | +0.8% | -13.6% | +14.4% | +0.7% |
| 6M | +17.6% | +24.1% | -6.4% | +18.1% |
| YTD | +13.0% | -21.8% | +34.7% | +12.4% |
| 1Y | +7.0% | -7.7% | +14.7% | +6.8% |
| All | +7.0% | -8.5% | +15.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling