+184.8%
MPC vs SE
+74.0%
+110.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -8.8% | 0.0% | -8.9% | -8.8% |
| 30D | -14.4% | -19.4% | +5.0% | -13.9% |
| 3M | +21.9% | -33.1% | +55.0% | +23.3% |
| 6M | +60.1% | -11.4% | +71.6% | +59.7% |
| YTD | +142.3% | -39.8% | +182.1% | +149.2% |
| 1Y | +101.7% | -50.5% | +152.2% | +111.5% |
| 3Y | +184.8% | +68.9% | +115.9% | +183.9% |
| All | +184.8% | +74.0% | +110.8% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling