+2,538.2%
MUU vs SRE
+10.1%
+2,528.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -4.3% |
| 7D | +13.9% | +1.4% | +12.5% | +12.5% |
| 30D | +24.8% | +1.9% | +22.9% | +21.8% |
| 3M | -15.7% | -3.3% | -12.5% | -13.8% |
| 6M | +338.9% | -6.4% | +345.3% | +350.5% |
| YTD | +563.2% | -1.8% | +565.0% | +544.6% |
| 1Y | +2,577.5% | +10.7% | +2,566.7% | +2,203.9% |
| All | +2,538.2% | +10.1% | +2,528.1% | +1,713.7% |
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