+169.0%
SHW vs MDB
+986.0%
-817.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.7% |
| 7D | -3.2% | -4.5% | +1.3% | -2.7% |
| 30D | -11.4% | -14.0% | +2.6% | -10.2% |
| 3M | +3.5% | +5.3% | -1.8% | +2.3% |
| 6M | -3.4% | +31.9% | -35.2% | -7.7% |
| YTD | -0.3% | -14.6% | +14.3% | -0.7% |
| 1Y | -10.4% | +8.2% | -18.7% | -13.8% |
| 3Y | +21.3% | -5.0% | +26.3% | +13.3% |
| 5Y | +12.9% | -24.5% | +37.4% | +1.1% |
| All | +169.0% | +986.0% | -817.0% | +66.8% |
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 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