+1,692.1%
MU vs SE
+372.6%
+1,319.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -15.2% | 0.0% | -15.2% | -15.1% |
| 30D | -29.5% | -19.4% | -10.2% | -25.5% |
| 3M | -15.8% | -33.1% | +17.3% | -7.3% |
| 6M | -2.9% | -11.4% | +8.6% | -2.2% |
| YTD | +154.2% | -39.8% | +194.0% | +182.0% |
| 1Y | +186.6% | -50.5% | +237.1% | +235.1% |
| 3Y | +871.5% | +68.9% | +802.6% | +711.0% |
| 5Y | +911.7% | -77.1% | +988.8% | +1,139.5% |
| All | +1,692.1% | +372.6% | +1,319.5% | +913.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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