+29.4%
MMM vs SE
-68.6%
+98.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.3% | -6.1% | +2.8% | -2.7% |
| 30D | -7.0% | -2.5% | -4.6% | -6.9% |
| 3M | +10.8% | +21.7% | -10.9% | +8.4% |
| 6M | +5.8% | +27.0% | -21.2% | +2.8% |
| YTD | +6.8% | -12.1% | +18.9% | +7.1% |
| 1Y | +10.4% | -40.9% | +51.3% | +14.8% |
| 3Y | +104.7% | +191.0% | -86.3% | +82.4% |
| All | +29.4% | -68.6% | +98.1% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling