-11.5%
MP vs SRE
-11.4%
-0.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.1% |
| 7D | -2.9% | -0.3% | -2.5% | -3.0% |
| 30D | +13.8% | -0.7% | +14.5% | +13.2% |
| 3M | -16.7% | -6.3% | -10.4% | -18.4% |
| 6M | -11.5% | -10.7% | -0.8% | -14.4% |
| All | -11.5% | -11.4% | -0.1% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling