+642.2%
MPC vs SE
-68.6%
+710.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +5.4% | -6.1% | +11.5% | +5.9% |
| 30D | +31.0% | -2.5% | +33.4% | +31.0% |
| 3M | +46.0% | +21.7% | +24.3% | +43.8% |
| 6M | +77.3% | +27.0% | +50.3% | +73.5% |
| YTD | +141.9% | -12.1% | +154.0% | +143.1% |
| 1Y | +120.9% | -40.9% | +161.8% | +129.0% |
| 3Y | +182.7% | +191.0% | -8.3% | +155.8% |
| All | +642.2% | -68.6% | +710.9% | +672.8% |
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