+265.1%
MU vs SHW
+7.3%
+257.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.6% | -13.6% | -5.9% |
| 7D | -19.1% | +13.3% | -32.4% | -17.8% |
| 30D | -25.2% | +14.1% | -39.4% | -24.2% |
| 3M | -10.9% | +0.8% | -11.7% | -9.2% |
| 6M | +38.0% | +17.6% | +20.3% | +39.3% |
| YTD | +178.8% | +13.0% | +165.8% | +187.0% |
| 1Y | +265.1% | +7.0% | +258.2% | +274.4% |
| All | +265.1% | +7.3% | +257.9% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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