+198.8%
SHW vs MGY
+210.4%
-11.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.1% | +3.5% | -6.7% | -3.5% |
| 30D | -10.0% | +5.3% | -15.3% | -10.6% |
| 3M | +2.3% | +2.6% | -0.4% | +1.6% |
| 6M | +0.7% | -3.3% | +4.0% | +0.3% |
| YTD | +0.5% | +29.2% | -28.7% | -3.7% |
| 1Y | -11.5% | +18.0% | -29.5% | -14.3% |
| 3Y | +21.3% | +30.0% | -8.7% | +14.5% |
| 5Y | +12.5% | +92.7% | -80.1% | -2.5% |
| All | +198.8% | +210.4% | -11.6% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling