+19,949.9%
SHW vs MKC
+3,364.7%
+16,585.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | -1.2% | -4.3% | +3.2% | +0.1% |
| 30D | -11.6% | -2.0% | -9.6% | -11.1% |
| 3M | +9.1% | +10.0% | -0.9% | +5.8% |
| 6M | -0.7% | -18.5% | +17.9% | +5.0% |
| YTD | +1.4% | -22.4% | +23.8% | +8.4% |
| 1Y | -12.3% | -23.6% | +11.4% | -5.9% |
| 3Y | +23.4% | -30.4% | +53.8% | +34.5% |
| 5Y | +15.0% | -34.2% | +49.2% | +26.4% |
| 10Y | +278.3% | +26.8% | +251.5% | +241.2% |
| All | +19,949.9% | +3,364.7% | +16,585.2% | +8,311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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