+337.7%
SHW vs MLM
+138.2%
+199.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.9% | -0.9% | +2.8% | +2.3% |
| 30D | +8.1% | +9.0% | -1.0% | +4.2% |
| 3M | -2.8% | -5.6% | +2.8% | -0.2% |
| 6M | +15.0% | -10.7% | +25.7% | +20.7% |
| YTD | +9.0% | -17.2% | +26.2% | +17.8% |
| 1Y | +4.5% | -14.2% | +18.7% | +11.3% |
| 3Y | +41.9% | +15.6% | +26.2% | +32.7% |
| 5Y | +10.7% | +26.2% | -15.5% | -1.7% |
| All | +337.7% | +138.2% | +199.4% | +177.7% |
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