+5,704.6%
MU vs SRE
+1,428.8%
+4,275.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -15.2% | -8.2% | -7.0% | -11.3% |
| 30D | -29.5% | -3.6% | -25.9% | -28.2% |
| 3M | -15.8% | -6.3% | -9.5% | -13.4% |
| 6M | -2.9% | -13.0% | +10.2% | +3.0% |
| YTD | +154.2% | -9.2% | +163.5% | +162.7% |
| 1Y | +186.6% | -13.1% | +199.7% | +202.7% |
| 3Y | +871.5% | +22.4% | +849.1% | +741.2% |
| 5Y | +911.7% | +47.1% | +864.6% | +682.0% |
| 10Y | +4,277.4% | +121.0% | +4,156.4% | +2,463.7% |
| All | +5,704.6% | +1,428.8% | +4,275.8% | +1,627.3% |
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