+4,271.9%
MU vs SHW
+371.2%
+3,900.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.2% | +4.2% |
| 7D | -12.0% | +1.6% | -13.6% | -12.8% |
| 30D | -28.7% | +12.1% | -40.8% | -33.6% |
| 3M | -16.4% | -3.0% | -13.5% | -16.0% |
| 6M | -1.8% | +13.5% | -15.3% | -11.2% |
| YTD | +157.1% | +11.2% | +145.8% | +133.7% |
| 1Y | +208.5% | +6.2% | +202.3% | +187.9% |
| 3Y | +906.2% | +45.6% | +860.5% | +666.4% |
| 5Y | +893.4% | +15.6% | +877.8% | +747.0% |
| 10Y | +4,271.9% | +356.5% | +3,915.4% | +1,654.5% |
| All | +4,271.9% | +371.2% | +3,900.7% | +1,654.5% |
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