-14.2%
SHW vs MULL
+2,337.2%
-2,351.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -3.1% | -8.4% | +5.3% | -2.9% |
| 30D | -10.0% | +9.7% | -19.7% | -10.3% |
| 3M | +2.3% | -26.8% | +29.0% | +1.7% |
| 6M | +0.7% | +220.7% | -220.0% | -8.0% |
| YTD | +0.5% | +509.0% | -508.6% | -11.9% |
| 1Y | -11.5% | +1,739.5% | -1,751.0% | -28.3% |
| All | -14.2% | +2,337.2% | -2,351.4% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling