+1,526.3%
SRE vs MCO
+4,511.9%
-2,985.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | +1.5% | -3.1% | +4.6% | +2.2% |
| 30D | +0.8% | -0.5% | +1.4% | +0.9% |
| 3M | -5.8% | +5.7% | -11.5% | -7.4% |
| 6M | -7.8% | +3.0% | -10.8% | -9.0% |
| YTD | -2.4% | -6.5% | +4.1% | -1.8% |
| 1Y | +8.9% | -5.8% | +14.7% | +9.1% |
| 3Y | +31.1% | +43.1% | -12.0% | +17.4% |
| 5Y | +48.6% | +29.5% | +19.1% | +34.5% |
| 10Y | +126.1% | +388.8% | -262.7% | +48.5% |
| All | +1,526.3% | +4,511.9% | -2,985.6% | +555.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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