+27.6%
MMM vs SE
-12.2%
+39.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +6.2% | +2.0% | +4.2% | +6.3% |
| 30D | +14.2% | -20.0% | +34.2% | +14.5% |
| 3M | +2.9% | -31.8% | +34.7% | +3.8% |
| 6M | +27.6% | -15.9% | +43.4% | +29.6% |
| All | +27.6% | -12.2% | +39.8% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling