+194.8%
SHW vs MDB
+929.6%
-734.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +0.7% | +11.6% | -10.9% | -0.5% |
| 30D | +8.4% | -8.9% | +17.3% | +9.1% |
| 3M | -2.2% | -22.4% | +20.2% | -0.5% |
| 6M | +13.3% | +10.1% | +3.3% | +10.0% |
| YTD | +9.2% | -19.0% | +28.3% | +8.6% |
| 1Y | +2.9% | -7.0% | +9.9% | +0.2% |
| 3Y | +41.1% | -9.8% | +50.9% | +31.9% |
| 5Y | +11.0% | -40.1% | +51.0% | +2.0% |
| All | +194.8% | +929.6% | -734.9% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling