+3,215.7%
MPC vs SRE
+384.3%
+2,831.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +2.6% | -5.6% | +8.2% | +6.4% |
| 30D | -12.2% | -4.5% | -7.7% | -9.7% |
| 3M | +20.1% | -7.7% | +27.8% | +25.7% |
| 6M | +60.6% | -14.4% | +75.0% | +75.5% |
| YTD | +150.6% | -9.4% | +160.0% | +162.2% |
| 1Y | +104.7% | -13.8% | +118.5% | +120.8% |
| 3Y | +194.5% | +22.2% | +172.3% | +137.9% |
| 5Y | +582.3% | +50.5% | +531.8% | +362.4% |
| 10Y | +1,135.3% | +124.1% | +1,011.2% | +554.4% |
| All | +3,215.7% | +384.3% | +2,831.4% | +585.7% |
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