-7.7%
SRE vs MKC
-18.2%
+10.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -3.3% |
| 7D | -2.1% | +9.6% | -11.7% | -3.0% |
| 30D | +6.1% | +12.0% | -6.0% | +4.9% |
| 3M | -3.5% | -2.0% | -1.5% | -3.4% |
| 6M | -10.8% | +7.2% | -18.0% | -11.8% |
| YTD | -4.0% | -23.7% | +19.8% | -0.7% |
| 1Y | -7.7% | -18.3% | +10.6% | -5.8% |
| All | -7.7% | -18.2% | +10.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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