+1,535.1%
SRE vs MKC
+974.1%
+561.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.4% | -4.3% | +5.8% | +3.1% |
| 30D | +1.9% | -2.0% | +3.9% | +2.5% |
| 3M | -3.3% | +10.0% | -13.3% | -7.1% |
| 6M | -6.4% | -18.5% | +12.1% | -0.2% |
| YTD | -1.8% | -22.4% | +20.6% | +6.1% |
| 1Y | +10.7% | -23.6% | +34.4% | +20.0% |
| 3Y | +31.8% | -30.4% | +62.2% | +45.3% |
| 5Y | +49.2% | -34.2% | +83.4% | +65.6% |
| 10Y | +118.5% | +26.8% | +91.7% | +87.0% |
| All | +1,535.1% | +974.1% | +561.0% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling