+356.1%
SHW vs MOD
+911.6%
-555.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.0% |
| 7D | +3.5% | -25.5% | +29.0% | +6.3% |
| 30D | +9.2% | -49.0% | +58.2% | +17.1% |
| 3M | -5.1% | -49.8% | +44.7% | +1.6% |
| 6M | +6.8% | -64.8% | +71.6% | +18.1% |
| YTD | +7.0% | -27.6% | +34.6% | +6.8% |
| 1Y | +4.1% | -35.2% | +39.3% | +4.9% |
| 3Y | +41.1% | +137.1% | -96.1% | +13.5% |
| 5Y | +12.9% | +760.3% | -747.4% | -25.8% |
| All | +356.1% | +911.6% | -555.5% | +170.9% |
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