+1,823.6%
MU vs SE
+363.8%
+1,459.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +12.8% | -0.5% | +13.3% | +12.8% |
| 30D | -14.9% | -20.9% | +6.1% | -9.6% |
| 3M | -18.0% | -38.9% | +20.8% | -7.3% |
| 6M | -3.1% | -19.4% | +16.3% | +0.4% |
| YTD | +172.9% | -40.9% | +213.8% | +203.8% |
| 1Y | +228.8% | -46.2% | +275.0% | +275.5% |
| 3Y | +950.8% | +63.7% | +887.1% | +783.1% |
| 5Y | +931.3% | -77.9% | +1,009.2% | +1,173.9% |
| All | +1,823.6% | +363.8% | +1,459.8% | +991.4% |
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