+200.2%
SHW vs MDB
+892.0%
-691.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +3.5% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | +12.1% | -15.2% | +27.3% | +13.7% |
| 3M | -3.0% | -17.9% | +14.9% | -1.9% |
| 6M | +13.5% | +9.3% | +4.2% | +10.2% |
| YTD | +11.2% | -22.0% | +33.2% | +11.1% |
| 1Y | +6.2% | -9.3% | +15.5% | +3.7% |
| 3Y | +45.6% | -10.4% | +56.0% | +36.1% |
| 5Y | +15.6% | -43.2% | +58.8% | +6.9% |
| All | +200.2% | +892.0% | -691.8% | +86.6% |
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