-7.9%
SHW vs MULL
+3,061.6%
-3,069.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.8% | -11.4% | +0.4% |
| 7D | -3.2% | +17.3% | -20.5% | -3.3% |
| 30D | -9.5% | +23.5% | -33.0% | -9.6% |
| 3M | +11.5% | -24.0% | +35.4% | +11.0% |
| 6M | -3.5% | +276.7% | -280.3% | -8.1% |
| YTD | +3.7% | +565.1% | -561.3% | -2.1% |
| 1Y | -7.9% | +2,802.6% | -2,810.5% | -16.3% |
| All | -7.9% | +3,061.6% | -3,069.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling