+1,120.5%
MPC vs SCHG
+454.2%
+666.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.4% |
| 7D | +1.2% | -2.7% | +3.9% | +3.3% |
| 30D | +17.0% | -2.2% | +19.2% | +18.8% |
| 3M | +49.5% | +6.2% | +43.3% | +42.1% |
| 6M | +83.5% | +13.4% | +70.2% | +64.4% |
| YTD | +144.1% | +7.1% | +137.0% | +127.9% |
| 1Y | +119.6% | +12.5% | +107.1% | +96.5% |
| 3Y | +168.1% | +86.2% | +81.9% | +54.0% |
| 5Y | +671.3% | +83.9% | +587.4% | +329.4% |
| All | +1,120.5% | +454.2% | +666.3% | +70.7% |
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