+41.9%
SHW vs MOD
+201.5%
-159.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.1% | -2.1% |
| 7D | +1.9% | +40.4% | -38.5% | -0.8% |
| 30D | +8.1% | -14.0% | +22.1% | +8.8% |
| 3M | -2.8% | -33.3% | +30.6% | 0.0% |
| 6M | +15.0% | -51.4% | +66.5% | +21.1% |
| YTD | +9.0% | +1.6% | +7.4% | +4.8% |
| 1Y | +4.5% | +5.4% | -0.9% | -0.3% |
| 3Y | +41.9% | +191.0% | -149.1% | +3.3% |
| All | +41.9% | +201.5% | -159.6% | +3.3% |
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 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