+1,053.5%
MMM vs SRE
+1,440.5%
-386.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -0.8% | -1.1% | +0.2% | -0.4% |
| 30D | +14.4% | -4.1% | +18.5% | +16.0% |
| 3M | +1.8% | -7.3% | +9.1% | +4.2% |
| 6M | +31.3% | -14.1% | +45.4% | +37.7% |
| YTD | +18.0% | -8.5% | +26.5% | +20.8% |
| 1Y | +10.9% | -12.0% | +22.9% | +15.1% |
| 3Y | +160.6% | +23.4% | +137.3% | +135.7% |
| 5Y | +44.5% | +51.3% | -6.8% | +21.1% |
| 10Y | +75.9% | +126.3% | -50.4% | +24.0% |
| All | +1,053.5% | +1,440.5% | -386.9% | +351.3% |
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