+14.5%
SHW vs MOD
+796.3%
-781.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +4.2% | -17.8% | +22.1% | +5.8% |
| 30D | +11.3% | -43.2% | +54.5% | +17.5% |
| 3M | -1.8% | -46.0% | +44.2% | +3.9% |
| 6M | +12.7% | -62.2% | +75.0% | +23.3% |
| YTD | +10.4% | -22.8% | +33.2% | +8.7% |
| 1Y | +4.7% | -35.5% | +40.2% | +5.0% |
| 3Y | +42.7% | +128.2% | -85.5% | +9.9% |
| 5Y | +14.5% | +791.6% | -777.1% | -32.5% |
| All | +14.5% | +796.3% | -781.7% | -32.5% |
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