+3,109.1%
MPC vs SRE
+387.7%
+2,721.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.1% |
| 7D | -9.4% | -8.4% | -1.0% | -4.2% |
| 30D | -14.3% | -3.2% | -11.2% | -12.6% |
| 3M | +31.1% | -5.3% | +36.4% | +35.1% |
| 6M | +60.3% | -12.6% | +72.9% | +72.8% |
| YTD | +142.5% | -8.8% | +151.3% | +152.6% |
| 1Y | +104.6% | -13.4% | +118.0% | +120.0% |
| 3Y | +191.7% | +24.4% | +167.3% | +132.8% |
| 5Y | +549.2% | +47.3% | +501.9% | +347.2% |
| 10Y | +1,106.2% | +116.7% | +989.6% | +554.2% |
| All | +3,109.1% | +387.7% | +2,721.4% | +560.8% |
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