+4.2%
SHW vs MULL
+322.2%
-317.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | -0.4% |
| 7D | +1.7% | +24.5% | -22.8% | +1.7% |
| 30D | +7.8% | -35.5% | +43.3% | +7.6% |
| 3M | -3.0% | -44.8% | +41.8% | -3.2% |
| 6M | +14.8% | -45.5% | +60.2% | +12.6% |
| YTD | +8.8% | +232.5% | -223.8% | +0.1% |
| 1Y | +4.2% | +343.3% | -339.0% | -4.0% |
| All | +4.2% | +322.2% | -317.9% | -4.0% |
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