+117.2%
MPC vs SRE
-7.5%
+124.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.9% | -5.2% | -7.6% |
| 7D | -10.9% | -2.1% | -8.8% | -10.5% |
| 30D | -9.4% | +6.1% | -15.5% | -10.0% |
| 3M | +26.0% | -3.5% | +29.5% | +26.5% |
| 6M | +56.5% | -10.8% | +67.3% | +58.3% |
| YTD | +144.3% | -4.0% | +148.2% | +144.8% |
| 1Y | +117.2% | -7.7% | +124.9% | +120.2% |
| All | +117.2% | -7.5% | +124.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling