+2,423.9%
MUU vs SHW
-14.1%
+2,438.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -8.6% |
| 7D | +3.6% | -4.5% | +8.0% | +7.1% |
| 30D | +22.3% | -12.7% | +35.0% | +34.7% |
| 3M | -8.2% | +4.7% | -12.9% | -15.9% |
| 6M | +256.3% | -3.4% | +259.8% | +250.8% |
| YTD | +534.4% | -1.3% | +535.7% | +501.9% |
| 1Y | +2,163.5% | -10.4% | +2,173.8% | +2,307.9% |
| All | +2,423.9% | -14.1% | +2,438.0% | +2,706.2% |
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