+41.9%
SHW vs MP
+161.0%
-119.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.3% |
| 7D | +1.9% | +9.5% | -7.5% | +1.6% |
| 30D | +8.1% | -3.0% | +11.0% | +8.1% |
| 3M | -2.8% | -30.4% | +27.6% | -1.5% |
| 6M | +15.0% | -39.2% | +54.2% | +16.8% |
| YTD | +9.0% | -23.3% | +32.3% | +9.0% |
| 1Y | +4.5% | -32.6% | +37.1% | +5.0% |
| 3Y | +41.9% | +159.3% | -117.4% | +22.6% |
| All | +41.9% | +161.0% | -119.2% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling