+748.2%
MPC vs SE
+366.0%
+382.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -16.2% | +2.0% | -18.2% | -16.4% |
| 30D | -15.7% | -20.0% | +4.3% | -13.9% |
| 3M | +24.9% | -31.8% | +56.7% | +29.3% |
| 6M | +52.7% | -15.9% | +68.5% | +53.8% |
| YTD | +131.9% | -40.6% | +172.5% | +141.3% |
| 1Y | +96.6% | -50.7% | +147.3% | +108.8% |
| 3Y | +163.8% | +70.3% | +93.5% | +137.2% |
| 5Y | +533.1% | -78.8% | +612.0% | +606.8% |
| All | +748.2% | +366.0% | +382.1% | +432.5% |
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