+944.0%
MMM vs SRE
+1,525.5%
-581.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -7.0% | -0.7% | -6.3% | -6.9% |
| 3M | +10.8% | -6.3% | +17.1% | +13.0% |
| 6M | +5.8% | -10.7% | +16.4% | +9.5% |
| YTD | +6.8% | -3.5% | +10.2% | +7.5% |
| 1Y | +10.4% | +5.3% | +5.1% | +7.7% |
| 3Y | +104.7% | +31.8% | +72.9% | +81.2% |
| 5Y | +23.6% | +47.4% | -23.8% | +4.6% |
| 10Y | +54.1% | +120.6% | -66.4% | +9.5% |
| All | +944.0% | +1,525.5% | -581.5% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling