+1,712.0%
MU vs SE
+379.8%
+1,332.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.3% | +5.5% |
| 7D | -12.0% | +3.3% | -15.3% | -12.6% |
| 30D | -28.7% | -18.2% | -10.6% | -25.0% |
| 3M | -16.4% | -31.3% | +14.8% | -8.7% |
| 6M | -1.8% | -10.1% | +8.3% | -1.5% |
| YTD | +157.1% | -38.9% | +196.0% | +184.0% |
| 1Y | +208.5% | -48.0% | +256.5% | +256.3% |
| 3Y | +906.2% | +78.8% | +827.3% | +727.7% |
| 5Y | +893.4% | -77.1% | +970.5% | +1,117.8% |
| All | +1,712.0% | +379.8% | +1,332.2% | +920.4% |
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