+58.1%
MP vs SRE
+47.8%
+10.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | +13.8% | -0.7% | +14.5% | +13.5% |
| 3M | -16.7% | -6.3% | -10.4% | -15.0% |
| 6M | -11.5% | -10.7% | -0.8% | -7.9% |
| YTD | +7.9% | -3.5% | +11.4% | +7.5% |
| 1Y | -15.0% | +5.3% | -20.3% | -19.4% |
| 3Y | +153.5% | +31.8% | +121.7% | +95.4% |
| All | +58.1% | +47.8% | +10.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling