+43.1%
SHW vs MOD
+116.8%
-73.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -3.5% |
| 7D | +5.7% | -34.2% | +39.9% | +8.7% |
| 30D | +8.7% | -51.9% | +60.5% | +14.8% |
| 3M | -5.4% | -53.0% | +47.7% | -0.1% |
| 6M | +12.2% | -66.4% | +78.6% | +21.5% |
| YTD | +8.5% | -31.5% | +40.0% | +7.6% |
| 1Y | +4.9% | -39.6% | +44.5% | +5.0% |
| All | +43.1% | +116.8% | -73.7% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling