+28.7%
SRE vs MKC
-31.4%
+60.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.8% | -1.5% | +0.6% | -0.6% |
| 30D | -3.0% | -3.1% | +0.1% | -2.5% |
| 3M | -8.3% | +5.2% | -13.5% | -9.5% |
| 6M | -8.9% | -12.8% | +3.9% | -6.6% |
| YTD | -4.3% | -23.3% | +19.0% | +0.8% |
| 1Y | +2.7% | -24.1% | +26.8% | +8.3% |
| 3Y | +28.7% | -32.1% | +60.8% | +25.7% |
| All | +28.7% | -31.4% | +60.1% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling