-11.5%
SHW vs MULL
+2,561.4%
-2,572.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.8% | -11.4% | +0.2% |
| 7D | -3.2% | +17.3% | -20.5% | -3.6% |
| 30D | -9.5% | +23.5% | -33.0% | -10.1% |
| 3M | +11.5% | -24.0% | +35.4% | +10.5% |
| 6M | -3.5% | +276.7% | -280.3% | -12.4% |
| YTD | +3.7% | +565.1% | -561.3% | -9.2% |
| 1Y | -7.9% | +2,802.6% | -2,810.5% | -27.6% |
| All | -11.5% | +2,561.4% | -2,572.8% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling