+4,407.5%
MU vs SHW
+338.2%
+4,069.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +12.8% | +1.7% | +11.1% | +11.9% |
| 30D | -14.9% | +7.8% | -22.7% | -18.9% |
| 3M | -18.0% | -3.0% | -15.0% | -17.6% |
| 6M | -3.1% | +14.8% | -17.9% | -13.0% |
| YTD | +172.9% | +8.8% | +164.1% | +151.0% |
| 1Y | +228.8% | +4.2% | +224.6% | +209.7% |
| 3Y | +950.8% | +41.5% | +909.3% | +712.0% |
| 5Y | +931.3% | +10.5% | +920.8% | +803.1% |
| All | +4,407.5% | +338.2% | +4,069.3% | +1,623.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling