+9,312.9%
SHW vs MLM
+2,961.7%
+6,351.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -3.2% | -2.9% | -0.3% | -2.2% |
| 30D | -9.5% | -6.8% | -2.7% | -7.2% |
| 3M | +11.5% | -11.2% | +22.7% | +16.2% |
| 6M | -3.5% | -21.8% | +18.3% | +5.2% |
| YTD | +3.7% | -17.0% | +20.7% | +10.5% |
| 1Y | -7.9% | -16.4% | +8.5% | -2.1% |
| 3Y | +24.7% | +14.5% | +10.2% | +18.2% |
| 5Y | +13.6% | +41.7% | -28.2% | -0.8% |
| 10Y | +283.0% | +200.0% | +82.9% | +145.0% |
| All | +9,312.9% | +2,961.7% | +6,351.1% | +2,773.4% |
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