+20,418.4%
SHW vs MOD
+3,565.2%
+16,853.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.2% |
| 7D | -3.2% | +9.6% | -12.8% | -4.5% |
| 30D | -9.5% | 0.0% | -9.5% | -9.7% |
| 3M | +11.5% | -35.4% | +46.8% | +17.5% |
| 6M | -3.5% | -7.3% | +3.7% | -4.4% |
| YTD | +3.7% | +45.8% | -42.1% | -4.5% |
| 1Y | -7.9% | +43.1% | -51.0% | -15.8% |
| 3Y | +24.7% | +297.7% | -273.0% | -7.6% |
| 5Y | +13.6% | +1,478.8% | -1,465.2% | -34.2% |
| 10Y | +283.0% | +1,633.4% | -1,350.4% | +93.6% |
| All | +20,418.4% | +3,565.2% | +16,853.2% | +7,932.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling