+1,905.1%
MU vs SE
+355.3%
+1,549.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.7% | +15.5% | +12.8% |
| 7D | +2.0% | -7.7% | +9.8% | +4.4% |
| 30D | -18.0% | -22.8% | +4.9% | -12.4% |
| 3M | -6.6% | -43.7% | +37.2% | +7.8% |
| 6M | +2.0% | -12.8% | +14.9% | +3.0% |
| YTD | +184.5% | -42.0% | +226.5% | +218.2% |
| 1Y | +236.9% | -48.0% | +284.9% | +288.3% |
| 3Y | +987.0% | +62.7% | +924.3% | +815.1% |
| 5Y | +1,014.6% | -77.8% | +1,092.4% | +1,275.1% |
| All | +1,905.1% | +355.3% | +1,549.8% | +1,043.2% |
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