+1,171.8%
MPC vs SCHG
+432.0%
+739.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.0% |
| 7D | +11.2% | +2.7% | +8.5% | +9.2% |
| 30D | -14.5% | -5.2% | -9.3% | -11.4% |
| 3M | +16.7% | -5.2% | +21.8% | +20.4% |
| 6M | +67.6% | -0.6% | +68.1% | +66.1% |
| YTD | +157.9% | +4.7% | +153.2% | +143.4% |
| 1Y | +116.7% | +6.0% | +110.6% | +102.2% |
| 3Y | +199.8% | +78.9% | +120.8% | +77.9% |
| 5Y | +604.4% | +69.9% | +534.5% | +325.8% |
| All | +1,171.8% | +432.0% | +739.8% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling