+157.1%
MMM vs SE
+64.9%
+92.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +6.2% | +2.0% | +4.2% | +6.0% |
| 30D | +14.2% | -20.0% | +34.2% | +16.7% |
| 3M | +2.9% | -31.8% | +34.7% | +6.7% |
| 6M | +27.6% | -15.9% | +43.4% | +28.8% |
| YTD | +17.3% | -40.6% | +57.9% | +22.6% |
| 1Y | +15.1% | -50.7% | +65.8% | +22.7% |
| 3Y | +157.1% | +70.3% | +86.8% | +157.2% |
| All | +157.1% | +64.9% | +92.2% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling