+601.0%
MPC vs SE
-78.2%
+679.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | +11.2% | -0.5% | +11.7% | +11.3% |
| 30D | -14.5% | -20.9% | +6.4% | -13.4% |
| 3M | +16.7% | -38.9% | +55.6% | +20.0% |
| 6M | +67.6% | -19.4% | +87.0% | +68.8% |
| YTD | +157.9% | -40.9% | +198.9% | +165.1% |
| 1Y | +116.7% | -46.2% | +162.8% | +124.2% |
| 3Y | +199.8% | +63.7% | +136.0% | +182.5% |
| All | +601.0% | -78.2% | +679.2% | +574.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling