+117.2%
MPC vs SCHG
+5.5%
+111.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.4% | -7.6% |
| 7D | -10.9% | -2.5% | -8.4% | -11.6% |
| 30D | -9.4% | -5.4% | -4.0% | -11.0% |
| 3M | +26.0% | -2.2% | +28.1% | +25.3% |
| 6M | +56.5% | +5.2% | +51.3% | +59.6% |
| YTD | +144.3% | +6.8% | +137.5% | +153.2% |
| 1Y | +117.2% | +5.9% | +111.3% | +126.4% |
| All | +117.2% | +5.5% | +111.7% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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