+5,423.5%
MU vs SRE
+1,424.7%
+3,998.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +6.1% |
| 7D | -22.0% | -9.2% | -12.8% | -18.0% |
| 30D | -36.6% | -1.9% | -34.7% | -35.9% |
| 3M | -21.7% | -6.5% | -15.2% | -19.4% |
| 6M | +3.5% | -15.2% | +18.8% | +11.2% |
| YTD | +141.9% | -9.5% | +151.4% | +150.2% |
| 1Y | +189.8% | -13.2% | +203.1% | +206.1% |
| 3Y | +855.4% | +19.5% | +835.9% | +737.2% |
| 5Y | +869.2% | +43.6% | +825.6% | +658.2% |
| 10Y | +4,142.8% | +109.9% | +4,032.9% | +2,453.2% |
| All | +5,423.5% | +1,424.7% | +3,998.9% | +1,545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling