+847.8%
MU vs SHW
+12.4%
+835.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.6% |
| 7D | -22.0% | +3.5% | -25.5% | -23.2% |
| 30D | -36.6% | +9.2% | -45.8% | -39.2% |
| 3M | -21.7% | -5.1% | -16.6% | -20.6% |
| 6M | +3.5% | +6.8% | -3.3% | -1.4% |
| YTD | +141.9% | +7.0% | +135.0% | +129.2% |
| 1Y | +189.8% | +4.1% | +185.7% | +177.9% |
| 3Y | +855.4% | +41.1% | +814.3% | +693.8% |
| All | +847.8% | +12.4% | +835.4% | +717.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling