+12.2%
SHW vs MDB
-44.1%
+56.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.6% |
| 7D | +3.5% | -11.4% | +14.8% | +4.4% |
| 30D | +9.2% | -13.8% | +23.1% | +10.3% |
| 3M | -5.1% | -15.5% | +10.4% | -4.6% |
| 6M | +6.8% | +17.9% | -11.1% | +3.3% |
| YTD | +7.0% | -25.5% | +32.4% | +7.3% |
| 1Y | +4.1% | -12.1% | +16.2% | +2.3% |
| 3Y | +41.1% | -5.9% | +46.9% | +31.8% |
| All | +12.2% | -44.1% | +56.3% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling