+9,744.4%
SHW vs MLM
+3,039.4%
+6,705.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -2.1% |
| 7D | +5.7% | -1.2% | +7.0% | +6.3% |
| 30D | +8.7% | +7.9% | +0.7% | +5.9% |
| 3M | -5.4% | -4.5% | -0.9% | -3.8% |
| 6M | +12.2% | -12.6% | +24.9% | +17.7% |
| YTD | +8.5% | -14.9% | +23.3% | +14.7% |
| 1Y | +4.9% | -13.1% | +18.0% | +10.1% |
| 3Y | +42.8% | +21.2% | +21.6% | +33.0% |
| 5Y | +14.5% | +32.0% | -17.5% | +2.6% |
| 10Y | +373.0% | +195.3% | +177.6% | +204.5% |
| All | +9,744.4% | +3,039.4% | +6,705.0% | +2,880.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling