+118.2%
SRE vs MKC
+29.9%
+88.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.8% | -1.5% | +0.6% | -0.3% |
| 30D | -3.0% | -3.1% | +0.1% | -2.0% |
| 3M | -8.3% | +5.2% | -13.5% | -10.6% |
| 6M | -8.9% | -12.8% | +3.9% | -5.0% |
| YTD | -4.3% | -23.3% | +19.0% | +4.5% |
| 1Y | +2.7% | -24.1% | +26.8% | +12.2% |
| 3Y | +28.7% | -32.1% | +60.8% | +44.6% |
| 5Y | +47.1% | -32.8% | +79.9% | +62.1% |
| All | +118.2% | +29.9% | +88.4% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling