+41.9%
SHW vs MDB
-11.2%
+53.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +1.9% | +6.8% | -4.9% | +1.6% |
| 30D | +8.1% | -6.2% | +14.3% | +8.2% |
| 3M | -2.8% | -29.2% | +26.5% | -1.6% |
| 6M | +15.0% | +10.3% | +4.7% | +13.3% |
| YTD | +9.0% | -20.4% | +29.4% | +9.1% |
| 1Y | +4.5% | -4.8% | +9.3% | +3.0% |
| 3Y | +41.9% | -11.6% | +53.4% | +36.2% |
| All | +41.9% | -11.2% | +53.1% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling