+3,101.0%
MPC vs SRE
+416.0%
+2,685.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +5.4% | -0.3% | +5.8% | +5.6% |
| 30D | +31.0% | -0.7% | +31.7% | +31.3% |
| 3M | +46.0% | -6.3% | +52.3% | +51.3% |
| 6M | +77.3% | -10.7% | +88.0% | +88.5% |
| YTD | +141.9% | -3.5% | +145.4% | +143.7% |
| 1Y | +120.9% | +5.3% | +115.6% | +109.4% |
| 3Y | +182.7% | +31.8% | +150.9% | +117.3% |
| 5Y | +646.4% | +47.4% | +599.1% | +417.0% |
| 10Y | +1,138.7% | +120.6% | +1,018.2% | +564.6% |
| All | +3,101.0% | +416.0% | +2,685.0% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling