+9,305.2%
SHW vs MDY
+2,594.0%
+6,711.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.9% | +2.3% | -0.3% | +0.4% |
| 30D | +8.1% | +2.0% | +6.1% | +6.7% |
| 3M | -2.8% | -5.6% | +2.9% | +1.3% |
| 6M | +15.0% | +1.3% | +13.8% | +14.2% |
| YTD | +9.0% | +12.3% | -3.3% | +0.9% |
| 1Y | +4.5% | +15.8% | -11.3% | -5.3% |
| 3Y | +41.9% | +56.5% | -14.6% | +4.1% |
| 5Y | +10.7% | +35.1% | -24.4% | -10.5% |
| 10Y | +340.4% | +167.4% | +173.0% | +120.2% |
| All | +9,305.2% | +2,594.0% | +6,711.3% | +890.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 all: compounded portfolio wealth divided by compounded MDY 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…
all analysis · Full analysis span regression · 6 months rolling