+2,423.9%
MUU vs SRE
+8.2%
+2,415.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -8.4% |
| 7D | +3.6% | -0.7% | +4.2% | +4.0% |
| 30D | +22.3% | -1.7% | +24.1% | +23.0% |
| 3M | -8.2% | -7.1% | -1.1% | -2.9% |
| 6M | +256.3% | -8.4% | +264.7% | +272.3% |
| YTD | +534.4% | -3.5% | +537.9% | +525.3% |
| 1Y | +2,163.5% | +5.4% | +2,158.1% | +1,940.4% |
| All | +2,423.9% | +8.2% | +2,415.7% | +1,659.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling