+120.8%
MPC vs SCHG
+13.0%
+107.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.0% |
| 7D | +1.8% | -1.0% | +2.8% | +1.6% |
| 30D | +14.0% | -1.3% | +15.3% | +13.8% |
| 3M | +52.2% | +5.4% | +46.8% | +53.6% |
| 6M | +75.8% | +14.4% | +61.4% | +80.1% |
| YTD | +146.3% | +8.0% | +138.3% | +154.3% |
| 1Y | +120.8% | +12.7% | +108.1% | +136.5% |
| All | +120.8% | +13.0% | +107.8% | +136.5% |
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 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