+1,166.2%
MPC vs SRE
+126.1%
+1,040.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | +9.4% | -1.1% | +10.5% | +10.1% |
| 30D | -13.4% | -4.1% | -9.3% | -11.2% |
| 3M | +18.9% | -7.3% | +26.2% | +23.9% |
| 6M | +64.9% | -14.1% | +79.0% | +79.3% |
| YTD | +156.8% | -8.5% | +165.3% | +166.7% |
| 1Y | +113.2% | -12.0% | +125.2% | +126.5% |
| 3Y | +201.8% | +23.4% | +178.4% | +142.2% |
| 5Y | +601.4% | +51.3% | +550.1% | +370.6% |
| All | +1,166.2% | +126.1% | +1,040.2% | +763.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling