+2.9%
SHW vs MDB
-8.9%
+11.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +0.7% | +11.6% | -10.9% | +0.9% |
| 30D | +8.4% | -8.9% | +17.3% | +8.2% |
| 3M | -2.2% | -22.4% | +20.2% | -2.5% |
| 6M | +13.3% | +10.1% | +3.3% | +13.8% |
| YTD | +9.2% | -19.0% | +28.3% | +8.6% |
| 1Y | +2.9% | -7.0% | +9.9% | +2.7% |
| All | +2.9% | -8.9% | +11.8% | +2.7% |
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