+116.7%
MPC vs SRE
-11.2%
+127.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +11.2% | +1.8% | +9.5% | +10.9% |
| 30D | -14.5% | -3.0% | -11.5% | -13.8% |
| 3M | +16.7% | -7.3% | +23.9% | +18.1% |
| 6M | +67.6% | -11.9% | +79.4% | +70.0% |
| YTD | +157.9% | -7.9% | +165.8% | +160.8% |
| 1Y | +116.7% | -11.1% | +127.8% | +120.1% |
| All | +116.7% | -11.2% | +127.8% | +120.1% |
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 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