-10.4%
SHW vs MDB
+10.8%
-21.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.7% |
| 7D | -3.2% | -4.5% | +1.3% | -3.3% |
| 30D | -11.4% | -14.0% | +2.6% | -11.5% |
| 3M | +3.5% | +5.3% | -1.8% | +3.9% |
| 6M | -3.4% | +31.9% | -35.2% | -2.7% |
| YTD | -0.3% | -14.6% | +14.3% | -0.8% |
| 1Y | -10.4% | +8.2% | -18.7% | -9.0% |
| All | -10.4% | +10.8% | -21.2% | -9.0% |
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