+15.6%
SHW vs MUB
+3.4%
+12.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +4.0% | +3.9% |
| 7D | +1.6% | +1.0% | +0.5% | -0.6% |
| 30D | +12.1% | +3.9% | +8.2% | +3.3% |
| 3M | -3.0% | -0.4% | -2.6% | -1.9% |
| 6M | +13.5% | -0.6% | +14.1% | +15.5% |
| YTD | +11.2% | +0.4% | +10.8% | +11.2% |
| 1Y | +6.2% | +0.8% | +5.4% | +5.3% |
| 3Y | +45.6% | +11.3% | +34.3% | +18.7% |
| 5Y | +15.6% | +3.4% | +12.2% | -1.2% |
| All | +15.6% | +3.4% | +12.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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