-12.3%
SHW vs MOD
+40.7%
-53.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -1.2% | +6.3% | -7.5% | -1.6% |
| 30D | -11.6% | -1.7% | -9.9% | -11.6% |
| 3M | +9.1% | -30.1% | +39.2% | +11.8% |
| 6M | -0.7% | +2.7% | -3.4% | -3.0% |
| YTD | +1.4% | +44.1% | -42.7% | -3.8% |
| 1Y | -12.3% | +38.7% | -51.0% | -15.4% |
| All | -12.3% | +40.7% | -53.0% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling