+20,418.4%
SHW vs MTB
+8,294.1%
+12,124.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -3.2% | +1.7% | -5.0% | -3.8% |
| 30D | -9.5% | -4.2% | -5.3% | -8.3% |
| 3M | +11.5% | +8.9% | +2.6% | +8.5% |
| 6M | -3.5% | +10.9% | -14.4% | -6.7% |
| YTD | +3.7% | +21.5% | -17.8% | -2.7% |
| 1Y | -7.9% | +21.9% | -29.8% | -13.9% |
| 3Y | +24.7% | +109.2% | -84.5% | -3.7% |
| 5Y | +13.6% | +102.0% | -88.4% | -13.7% |
| 10Y | +283.0% | +171.9% | +111.0% | +141.7% |
| All | +20,418.4% | +8,294.1% | +12,124.4% | +3,222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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