+38.0%
MMM vs SE
+372.6%
-334.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +7.0% | 0.0% | +6.9% | +7.0% |
| 30D | +18.4% | -19.4% | +37.8% | +20.6% |
| 3M | +4.5% | -33.1% | +37.6% | +8.1% |
| 6M | +33.4% | -11.4% | +44.9% | +34.0% |
| YTD | +20.0% | -39.8% | +59.7% | +24.4% |
| 1Y | +15.0% | -50.5% | +65.5% | +21.3% |
| 3Y | +165.0% | +68.9% | +96.1% | +147.2% |
| 5Y | +47.9% | -77.1% | +125.0% | +55.2% |
| All | +38.0% | +372.6% | -334.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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