+81.7%
SHW vs MP
+450.8%
-369.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.4% |
| 7D | -3.2% | -2.9% | -0.4% | -3.1% |
| 30D | -9.5% | +13.8% | -23.3% | -10.3% |
| 3M | +11.5% | -16.7% | +28.2% | +12.3% |
| 6M | -3.5% | -11.5% | +7.9% | -3.6% |
| YTD | +3.7% | +7.9% | -4.2% | +2.0% |
| 1Y | -7.9% | -15.0% | +7.1% | -8.8% |
| 3Y | +24.7% | +153.5% | -128.8% | +9.0% |
| 5Y | +13.6% | +58.7% | -45.1% | +1.8% |
| All | +81.7% | +450.8% | -369.1% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling