+336.7%
SHW vs MOD
+1,079.7%
-743.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -3.5% |
| 7D | +1.7% | +40.4% | -38.7% | -2.5% |
| 30D | +7.8% | -14.0% | +21.8% | +8.5% |
| 3M | -3.0% | -33.3% | +30.3% | +0.2% |
| 6M | +14.8% | -51.4% | +66.2% | +22.0% |
| YTD | +8.8% | +1.6% | +7.1% | +4.1% |
| 1Y | +4.2% | +5.4% | -1.1% | -1.0% |
| 3Y | +41.5% | +191.0% | -149.5% | +11.2% |
| 5Y | +10.5% | +1,093.1% | -1,082.7% | -30.3% |
| All | +336.7% | +1,079.7% | -743.0% | +150.3% |
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