+346.7%
SHW vs MOD
+915.9%
-569.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.3% |
| 7D | -2.1% | +8.2% | -10.4% | -3.0% |
| 30D | +11.1% | -38.2% | +49.3% | +16.5% |
| 3M | -2.2% | -46.2% | +44.1% | +3.9% |
| 6M | +14.3% | -62.5% | +76.9% | +25.6% |
| YTD | +10.6% | -20.1% | +30.7% | +9.2% |
| 1Y | +4.1% | -29.7% | +33.8% | +4.0% |
| 3Y | +42.9% | +136.2% | -93.3% | +15.2% |
| 5Y | +14.2% | +820.4% | -806.2% | -25.5% |
| 10Y | +346.7% | +839.8% | -493.1% | +164.2% |
| All | +346.7% | +915.9% | -569.2% | +164.2% |
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