+758.6%
MPC vs SE
+365.4%
+393.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.7% | +1.8% | -3.3% |
| 7D | -12.8% | -1.2% | -11.6% | -12.7% |
| 30D | -12.7% | -21.7% | +8.9% | -10.7% |
| 3M | +27.1% | -34.2% | +61.3% | +32.0% |
| 6M | +45.8% | -10.5% | +56.3% | +45.8% |
| YTD | +134.7% | -40.7% | +175.4% | +144.3% |
| 1Y | +106.0% | -52.1% | +158.1% | +119.5% |
| 3Y | +165.5% | +68.9% | +96.6% | +138.9% |
| 5Y | +540.9% | -78.9% | +619.8% | +615.6% |
| All | +758.6% | +365.4% | +393.2% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling