+173.9%
MPC vs SCHG
+86.7%
+87.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | +33.8% | -1.5% | +35.2% | +34.4% |
| 3M | +49.9% | +4.4% | +45.5% | +47.1% |
| 6M | +80.9% | +15.7% | +65.2% | +69.4% |
| YTD | +147.4% | +8.3% | +139.1% | +139.0% |
| 1Y | +123.2% | +14.2% | +109.0% | +109.4% |
| All | +173.9% | +86.7% | +87.2% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling