+15.3%
SHW vs MOD
+1,486.5%
-1,471.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.1% |
| 7D | -3.2% | +9.6% | -12.8% | -4.3% |
| 30D | -9.5% | 0.0% | -9.5% | -9.6% |
| 3M | +11.5% | -35.4% | +46.8% | +16.6% |
| 6M | -3.5% | -7.3% | +3.7% | -4.5% |
| YTD | +3.7% | +45.8% | -42.1% | -3.7% |
| 1Y | -7.9% | +43.1% | -51.0% | -15.1% |
| 3Y | +24.7% | +297.7% | -273.0% | -7.7% |
| All | +15.3% | +1,486.5% | -1,471.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling