+4.1%
SHW vs MP
-42.0%
+46.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | +11.1% | -15.3% | +26.4% | +11.6% |
| 3M | -2.2% | -33.5% | +31.4% | -1.0% |
| 6M | +14.3% | -45.5% | +59.8% | +16.0% |
| YTD | +10.6% | -27.3% | +37.9% | +9.0% |
| 1Y | +4.1% | -40.7% | +44.8% | +3.1% |
| All | +4.1% | -42.0% | +46.1% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling