+254.1%
MP vs SE
-29.8%
+283.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | +2.0% | -12.5% | -11.1% |
| 30D | -23.5% | -20.0% | -3.5% | -18.4% |
| 3M | -25.4% | -31.8% | +6.3% | -16.9% |
| 6M | -51.3% | -15.9% | -35.4% | -49.3% |
| YTD | -29.9% | -40.6% | +10.7% | -20.0% |
| 1Y | -31.8% | -50.7% | +18.8% | -17.7% |
| 3Y | +127.0% | +70.3% | +56.7% | +83.9% |
| 5Y | -3.3% | -78.8% | +75.6% | +29.7% |
| All | +254.1% | -29.8% | +283.9% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling