+1,362.4%
MU vs SHW
+25.2%
+1,337.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.9% |
| 7D | +9.0% | -3.2% | +12.2% | +10.3% |
| 30D | +13.8% | -9.5% | +23.3% | +18.0% |
| 3M | +2.1% | +11.5% | -9.4% | -3.9% |
| 6M | +153.8% | -3.5% | +157.3% | +156.2% |
| YTD | +256.4% | +3.7% | +252.7% | +244.8% |
| 1Y | +719.8% | -7.9% | +727.7% | +743.2% |
| All | +1,362.4% | +25.2% | +1,337.2% | +1,217.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling