+41.1%
SHW vs MLM
+18.7%
+22.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.3% |
| 7D | +3.5% | -4.1% | +7.6% | +6.2% |
| 30D | +9.2% | +8.2% | +1.1% | +4.6% |
| 3M | -5.1% | -3.6% | -1.5% | -3.0% |
| 6M | +6.8% | -15.6% | +22.4% | +17.2% |
| YTD | +7.0% | -16.4% | +23.4% | +17.0% |
| 1Y | +4.1% | -14.3% | +18.5% | +12.2% |
| 3Y | +41.1% | +19.3% | +21.8% | +16.3% |
| All | +41.1% | +18.7% | +22.4% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling