+21,505.5%
SHW vs MTB
+7,592.0%
+13,913.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +8.4% | +0.8% | +7.6% | +8.3% |
| 3M | -2.2% | -12.8% | +10.5% | +2.3% |
| 6M | +13.3% | +6.7% | +6.6% | +11.1% |
| YTD | +9.2% | +11.3% | -2.1% | +5.5% |
| 1Y | +2.9% | +20.2% | -17.3% | -3.1% |
| 3Y | +41.1% | +103.8% | -62.7% | +10.3% |
| 5Y | +11.0% | +60.9% | -49.9% | -8.8% |
| 10Y | +341.2% | +115.0% | +226.3% | +202.0% |
| All | +21,505.5% | +7,592.0% | +13,913.5% | +3,502.3% |
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