+267.3%
MP vs SE
-31.4%
+298.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.8% |
| 7D | +2.3% | -7.7% | +10.0% | +4.9% |
| 30D | -15.3% | -22.8% | +7.5% | -8.6% |
| 3M | -33.5% | -43.7% | +10.2% | -21.2% |
| 6M | -45.5% | -12.8% | -32.7% | -43.9% |
| YTD | -27.3% | -42.0% | +14.7% | -16.4% |
| 1Y | -40.7% | -48.0% | +7.3% | -29.4% |
| 3Y | +145.9% | +62.7% | +83.2% | +102.1% |
| 5Y | -13.9% | -77.8% | +63.9% | +13.9% |
| All | +267.3% | -31.4% | +298.7% | +328.1% |
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