+13.8%
SHW vs MOD
+703.1%
-689.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -3.2% |
| 7D | +5.7% | -34.2% | +39.9% | +9.9% |
| 30D | +8.7% | -51.9% | +60.5% | +16.9% |
| 3M | -5.4% | -53.0% | +47.7% | +1.7% |
| 6M | +12.2% | -66.4% | +78.6% | +24.3% |
| YTD | +8.5% | -31.5% | +40.0% | +8.1% |
| 1Y | +4.9% | -39.6% | +44.5% | +5.8% |
| 3Y | +42.8% | +116.8% | -74.0% | +10.1% |
| All | +13.8% | +703.1% | -689.2% | -32.1% |
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