+284.7%
SHW vs MLM
+199.9%
+84.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.0% |
| 30D | -9.5% | -6.8% | -2.7% | -6.7% |
| 3M | +11.5% | -11.2% | +22.7% | +17.2% |
| 6M | -3.5% | -21.8% | +18.3% | +7.0% |
| YTD | +3.7% | -17.0% | +20.7% | +11.9% |
| 1Y | -7.9% | -16.4% | +8.5% | -1.0% |
| 3Y | +24.7% | +14.5% | +10.2% | +16.8% |
| 5Y | +13.6% | +41.7% | -28.2% | -3.5% |
| All | +284.7% | +199.9% | +84.8% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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