+4.2%
SHW vs MP
-35.6%
+39.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.5% |
| 7D | +1.7% | +9.5% | -7.8% | +1.4% |
| 30D | +7.8% | -3.0% | +10.8% | +7.8% |
| 3M | -3.0% | -30.4% | +27.4% | -2.0% |
| 6M | +14.8% | -39.2% | +54.0% | +15.8% |
| YTD | +8.8% | -23.3% | +32.0% | +7.2% |
| 1Y | +4.2% | -32.6% | +36.9% | +2.9% |
| All | +4.2% | -35.6% | +39.8% | +2.9% |
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