+43.1%
SHW vs MP
+104.2%
-61.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.1% | -3.8% |
| 7D | +5.7% | -19.0% | +24.7% | +6.5% |
| 30D | +8.7% | -30.5% | +39.1% | +10.1% |
| 3M | -5.4% | -29.6% | +24.2% | -4.2% |
| 6M | +12.2% | -50.4% | +62.7% | +14.9% |
| YTD | +8.5% | -33.2% | +41.7% | +9.1% |
| 1Y | +4.9% | -38.6% | +43.5% | +5.7% |
| All | +43.1% | +104.2% | -61.2% | +24.9% |
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 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