+87.3%
SHW vs MP
+257.7%
-170.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.4% | -1.7% |
| 7D | +3.5% | -10.5% | +14.0% | +4.1% |
| 30D | +9.2% | -23.5% | +32.8% | +10.9% |
| 3M | -5.1% | -25.4% | +20.3% | -3.7% |
| 6M | +6.8% | -51.3% | +58.1% | +10.8% |
| YTD | +7.0% | -29.9% | +36.9% | +7.7% |
| 1Y | +4.1% | -31.8% | +35.9% | +4.8% |
| 3Y | +41.1% | +127.0% | -85.9% | +23.2% |
| 5Y | +12.9% | -3.3% | +16.1% | +3.8% |
| All | +87.3% | +257.7% | -170.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling