+340.7%
SHW vs MOD
+920.5%
-579.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +4.2% | -17.8% | +22.1% | +6.0% |
| 30D | +11.3% | -43.2% | +54.5% | +17.8% |
| 3M | -1.8% | -46.0% | +44.2% | +4.2% |
| 6M | +12.7% | -62.2% | +75.0% | +23.5% |
| YTD | +10.4% | -22.8% | +33.2% | +9.5% |
| 1Y | +4.7% | -35.5% | +40.2% | +5.7% |
| 3Y | +42.7% | +128.2% | -85.5% | +15.7% |
| 5Y | +14.5% | +791.6% | -777.1% | -24.8% |
| 10Y | +340.7% | +886.3% | -545.6% | +164.7% |
| All | +340.7% | +920.5% | -579.8% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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