+14.2%
SHW vs MP
-8.8%
+23.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.1% | +2.3% | -4.4% | -2.3% |
| 30D | +11.1% | -15.3% | +26.4% | +12.3% |
| 3M | -2.2% | -33.5% | +31.4% | +0.6% |
| 6M | +14.3% | -45.5% | +59.8% | +18.7% |
| YTD | +10.6% | -27.3% | +37.9% | +11.2% |
| 1Y | +4.1% | -40.7% | +44.8% | +6.2% |
| 3Y | +42.9% | +145.9% | -103.0% | +14.2% |
| 5Y | +14.2% | -13.9% | +28.1% | +1.8% |
| All | +14.2% | -8.8% | +23.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling