+14.3%
MMM vs SRE
-13.2%
+27.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +7.0% | -8.2% | +15.1% | +8.5% |
| 30D | +18.4% | -3.6% | +22.0% | +18.9% |
| 3M | +4.5% | -6.3% | +10.7% | +5.4% |
| 6M | +33.4% | -13.0% | +46.5% | +36.8% |
| YTD | +20.0% | -9.2% | +29.2% | +20.6% |
| All | +14.3% | -13.2% | +27.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling