+4,524.1%
MU vs SHW
+340.1%
+4,184.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +21.6% | +0.7% | +21.0% | +21.2% |
| 30D | -16.2% | +8.4% | -24.6% | -20.5% |
| 3M | -12.4% | -2.2% | -10.1% | -12.3% |
| 6M | +4.2% | +13.3% | -9.1% | -5.8% |
| YTD | +180.0% | +9.2% | +170.7% | +156.9% |
| 1Y | +226.4% | +2.9% | +223.5% | +209.9% |
| 3Y | +969.7% | +41.1% | +928.6% | +728.3% |
| 5Y | +957.9% | +11.0% | +947.0% | +824.3% |
| All | +4,524.1% | +340.1% | +4,184.0% | +1,664.2% |
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