+228.8%
MU vs SRE
-11.2%
+240.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +12.8% | +1.8% | +11.0% | +12.6% |
| 30D | -14.9% | -3.0% | -11.9% | -14.3% |
| 3M | -18.0% | -7.3% | -10.8% | -17.0% |
| 6M | -3.1% | -11.9% | +8.8% | -1.1% |
| YTD | +172.9% | -7.9% | +180.8% | +170.0% |
| 1Y | +228.8% | -11.1% | +240.0% | +233.8% |
| All | +228.8% | -11.2% | +240.0% | +233.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling