+1,134.0%
MPC vs SRE
+121.7%
+1,012.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.3% |
| 7D | +3.9% | +1.4% | +2.4% | +3.0% |
| 30D | +33.8% | +1.9% | +31.9% | +32.0% |
| 3M | +49.9% | -3.3% | +53.1% | +52.2% |
| 6M | +80.9% | -6.4% | +87.4% | +86.7% |
| YTD | +147.4% | -1.8% | +149.2% | +146.7% |
| 1Y | +123.2% | +10.7% | +112.5% | +105.6% |
| 3Y | +171.7% | +31.8% | +139.9% | +110.2% |
| 5Y | +678.6% | +49.2% | +629.4% | +437.1% |
| 10Y | +1,134.0% | +118.5% | +1,015.5% | +673.1% |
| All | +1,134.0% | +121.7% | +1,012.4% | +673.1% |
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