+90.0%
SHW vs MP
+240.8%
-150.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.1% | -3.6% |
| 7D | +5.7% | -19.0% | +24.7% | +7.0% |
| 30D | +8.7% | -30.5% | +39.1% | +10.9% |
| 3M | -5.4% | -29.6% | +24.2% | -3.6% |
| 6M | +12.2% | -50.4% | +62.7% | +16.3% |
| YTD | +8.5% | -33.2% | +41.7% | +9.6% |
| 1Y | +4.9% | -38.6% | +43.5% | +6.3% |
| 3Y | +42.8% | +105.5% | -62.6% | +25.6% |
| 5Y | +14.5% | -7.8% | +22.3% | +5.5% |
| All | +90.0% | +240.8% | -150.8% | +57.7% |
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