+5.6%
SHW vs MP
-40.2%
+45.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.1% | -3.8% |
| 7D | +5.7% | -19.0% | +24.7% | +6.3% |
| 30D | +8.7% | -30.5% | +39.1% | +9.9% |
| 3M | -5.4% | -29.6% | +24.2% | -4.3% |
| 6M | +12.2% | -50.4% | +62.7% | +14.6% |
| YTD | +8.5% | -33.2% | +41.7% | +7.1% |
| All | +5.6% | -40.2% | +45.8% | +4.2% |
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