+1,522.2%
MU vs SE
+365.4%
+1,156.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.7% | -11.8% | -16.0% |
| 7D | -29.7% | -1.2% | -28.5% | -29.4% |
| 30D | -37.2% | -21.7% | -15.6% | -33.2% |
| 3M | -26.5% | -34.2% | +7.7% | -18.8% |
| 6M | +2.6% | -10.5% | +13.0% | +2.8% |
| YTD | +130.1% | -40.7% | +170.9% | +156.2% |
| 1Y | +176.7% | -52.1% | +228.7% | +226.3% |
| 3Y | +813.1% | +68.9% | +744.2% | +661.9% |
| 5Y | +822.0% | -78.9% | +900.8% | +1,053.0% |
| All | +1,522.2% | +365.4% | +1,156.8% | +820.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling