+5,778.3%
MU vs SHW
+275.8%
+5,502.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.4% |
| 7D | +7.2% | -1.2% | +8.3% | +7.9% |
| 30D | +14.0% | -11.6% | +25.6% | +21.6% |
| 3M | +5.4% | +9.1% | -3.7% | -1.2% |
| 6M | +170.3% | -0.7% | +170.9% | +165.1% |
| YTD | +250.7% | +1.4% | +249.3% | +239.1% |
| 1Y | +662.1% | -12.3% | +674.4% | +696.6% |
| 3Y | +1,341.2% | +23.4% | +1,317.8% | +1,121.6% |
| 5Y | +1,319.3% | +15.0% | +1,304.3% | +1,114.4% |
| 10Y | +5,778.3% | +278.3% | +5,500.0% | +2,654.7% |
| All | +5,778.3% | +275.8% | +5,502.5% | +2,654.7% |
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