+950.8%
MU vs SE
+65.6%
+885.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.0% |
| 3M | -18.0% | -38.9% | +20.8% | -6.0% |
| 6M | -3.1% | -19.4% | +16.3% | -0.1% |
| YTD | +172.9% | -40.9% | +213.8% | +211.3% |
| 1Y | +228.8% | -46.2% | +275.0% | +288.5% |
| 3Y | +950.8% | +63.7% | +887.1% | +880.3% |
| All | +950.8% | +65.6% | +885.2% | +880.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling