+48.3%
SRE vs MKC
-33.9%
+82.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -0.7% | -2.8% | +2.1% | 0.0% |
| 30D | -1.7% | -3.4% | +1.7% | -1.0% |
| 3M | -7.1% | +3.8% | -10.8% | -8.3% |
| 6M | -8.4% | -17.9% | +9.6% | -3.9% |
| YTD | -3.5% | -23.6% | +20.1% | +3.1% |
| 1Y | +5.4% | -23.1% | +28.5% | +12.1% |
| 3Y | +29.5% | -31.5% | +61.0% | +41.3% |
| 5Y | +48.3% | -33.1% | +81.4% | +51.6% |
| All | +48.3% | -33.9% | +82.2% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling