+1,672.8%
SHW vs MXL
+270.5%
+1,402.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.0% | -8.3% | -2.9% |
| 7D | -1.2% | +15.5% | -16.6% | -2.6% |
| 30D | -11.6% | -11.3% | -0.3% | -10.9% |
| 3M | +9.1% | -16.1% | +25.2% | +8.1% |
| 6M | -0.7% | +323.0% | -323.7% | -22.5% |
| YTD | +1.4% | +281.5% | -280.2% | -20.2% |
| 1Y | -12.3% | +319.3% | -331.6% | -32.3% |
| 3Y | +23.4% | +189.4% | -166.0% | -7.5% |
| 5Y | +15.0% | +26.0% | -11.0% | -6.8% |
| 10Y | +278.3% | +243.5% | +34.8% | +140.8% |
| All | +1,672.8% | +270.5% | +1,402.4% | +928.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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