+12.2%
SHW vs MOD
-65.4%
+77.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -4.6% |
| 7D | +5.7% | -34.2% | +39.9% | +2.5% |
| 30D | +8.7% | -51.9% | +60.5% | +4.7% |
| 3M | -5.4% | -53.0% | +47.7% | -8.9% |
| 6M | +12.2% | -66.4% | +78.6% | +7.1% |
| All | +12.2% | -65.4% | +77.6% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling