+4,277.4%
MU vs SHW
+352.3%
+3,925.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -15.2% | +4.2% | -19.4% | -17.0% |
| 30D | -29.5% | +11.3% | -40.8% | -34.0% |
| 3M | -15.8% | -1.8% | -14.0% | -15.9% |
| 6M | -2.9% | +12.7% | -15.6% | -11.9% |
| YTD | +154.2% | +10.4% | +143.8% | +131.9% |
| 1Y | +186.6% | +4.7% | +181.9% | +169.5% |
| 3Y | +871.5% | +42.7% | +828.8% | +648.2% |
| 5Y | +911.7% | +14.5% | +897.1% | +766.6% |
| 10Y | +4,277.4% | +340.7% | +3,936.6% | +1,618.0% |
| All | +4,277.4% | +352.3% | +3,925.0% | +1,618.0% |
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