+78.8%
MMM vs SRE
+121.0%
-42.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +7.0% | -8.2% | +15.1% | +10.2% |
| 30D | +18.4% | -3.6% | +22.0% | +19.9% |
| 3M | +4.5% | -6.3% | +10.7% | +6.6% |
| 6M | +33.4% | -13.0% | +46.5% | +39.6% |
| YTD | +20.0% | -9.2% | +29.2% | +23.3% |
| 1Y | +15.0% | -13.1% | +28.2% | +20.2% |
| 3Y | +165.0% | +22.4% | +142.6% | +136.6% |
| 5Y | +47.9% | +47.1% | +0.8% | +22.7% |
| All | +78.8% | +121.0% | -42.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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