+1,315.7%
MU vs SRE
+47.8%
+1,267.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.3% |
| 7D | +9.0% | -0.3% | +9.3% | +9.0% |
| 30D | +13.8% | -0.7% | +14.5% | +13.8% |
| 3M | +2.1% | -6.3% | +8.4% | +3.8% |
| 6M | +153.8% | -10.7% | +164.5% | +161.5% |
| YTD | +256.4% | -3.5% | +259.9% | +256.8% |
| 1Y | +719.8% | +5.3% | +714.5% | +696.4% |
| 3Y | +1,360.4% | +31.8% | +1,328.6% | +1,185.1% |
| All | +1,315.7% | +47.8% | +1,267.9% | +1,110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling