+6,169.9%
MU vs SRE
+118.9%
+6,051.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +7.5% | +1.5% | +6.0% | +6.9% |
| 30D | +19.4% | +0.8% | +18.5% | +18.6% |
| 3M | +9.8% | -5.8% | +15.6% | +12.1% |
| 6M | +164.1% | -7.8% | +171.9% | +170.0% |
| YTD | +260.3% | -2.4% | +262.7% | +259.6% |
| 1Y | +661.2% | +8.9% | +652.3% | +627.7% |
| 3Y | +1,380.8% | +31.1% | +1,349.8% | +1,182.3% |
| 5Y | +1,346.4% | +48.6% | +1,297.8% | +1,071.4% |
| 10Y | +6,169.9% | +126.1% | +6,043.8% | +4,283.5% |
| All | +6,169.9% | +118.9% | +6,051.0% | +4,283.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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