+1,319.3%
MU vs SHW
+14.2%
+1,305.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | +7.2% | -1.2% | +8.3% | +7.7% |
| 30D | +14.0% | -11.6% | +25.6% | +19.9% |
| 3M | +5.4% | +9.1% | -3.7% | +0.1% |
| 6M | +170.3% | -0.7% | +170.9% | +166.7% |
| YTD | +250.7% | +1.4% | +249.3% | +242.0% |
| 1Y | +662.1% | -12.3% | +674.4% | +694.4% |
| 3Y | +1,341.2% | +23.4% | +1,317.8% | +1,177.9% |
| 5Y | +1,319.3% | +15.0% | +1,304.3% | +1,136.9% |
| All | +1,319.3% | +14.2% | +1,305.1% | +1,136.9% |
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