+117.2%
MPC vs SE
-48.0%
+165.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.6% | -7.6% |
| 7D | -10.9% | +6.7% | -17.6% | -10.1% |
| 30D | -9.4% | -17.2% | +7.8% | -10.9% |
| 3M | +26.0% | -28.0% | +54.0% | +22.3% |
| 6M | +56.5% | -6.1% | +62.6% | +58.2% |
| YTD | +144.3% | -37.1% | +181.4% | +145.8% |
| 1Y | +117.2% | -48.8% | +166.0% | +122.9% |
| All | +117.2% | -48.0% | +165.3% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling