+1,272.2%
MUU vs SHW
-5.1%
+1,277.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | +24.7% | +1.9% | +22.8% | +23.7% |
| 30D | -35.1% | +8.1% | -43.2% | -38.3% |
| 3M | -44.3% | -2.8% | -41.5% | -43.1% |
| 6M | -44.4% | +15.0% | -59.5% | -52.8% |
| YTD | +244.9% | +9.0% | +235.9% | +205.0% |
| 1Y | +365.6% | +4.5% | +361.1% | +332.9% |
| All | +1,272.2% | -5.1% | +1,277.4% | +1,321.8% |
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