+22.9%
MMM vs SE
+589.8%
-566.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.3% | -6.1% | +2.8% | -2.8% |
| 30D | -7.0% | -2.5% | -4.6% | -6.9% |
| 3M | +10.8% | +21.7% | -10.9% | +8.5% |
| 6M | +5.8% | +27.0% | -21.2% | +2.9% |
| YTD | +6.8% | -12.1% | +18.9% | +7.1% |
| 1Y | +10.4% | -40.9% | +51.3% | +14.6% |
| 3Y | +104.7% | +191.0% | -86.3% | +81.7% |
| 5Y | +23.6% | -68.3% | +91.8% | +25.8% |
| All | +22.9% | +589.8% | -566.9% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling