+54.7%
MMM vs SRE
+118.9%
-64.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | +1.5% | -4.0% | -3.1% |
| 30D | -9.3% | +0.8% | -10.1% | -9.7% |
| 3M | +5.6% | -5.8% | +11.4% | +7.6% |
| 6M | +9.5% | -7.8% | +17.3% | +12.2% |
| YTD | +4.1% | -2.4% | +6.5% | +4.4% |
| 1Y | +9.4% | +8.9% | +0.5% | +5.1% |
| 3Y | +101.0% | +31.1% | +69.9% | +75.8% |
| 5Y | +26.1% | +48.6% | -22.5% | +4.8% |
| 10Y | +54.7% | +126.1% | -71.4% | +13.0% |
| All | +54.7% | +118.9% | -64.2% | +13.0% |
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