+27.0%
MMM vs SRE
+51.2%
-24.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -8.0% | +1.9% | -9.9% | -8.8% |
| 3M | +9.4% | -3.3% | +12.6% | +10.4% |
| 6M | +10.2% | -6.4% | +16.7% | +12.4% |
| YTD | +6.1% | -1.8% | +7.9% | +6.1% |
| 1Y | +10.8% | +10.7% | 0.0% | +5.4% |
| 3Y | +104.8% | +31.8% | +73.0% | +73.0% |
| 5Y | +27.0% | +49.2% | -22.2% | +0.2% |
| All | +27.0% | +51.2% | -24.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling