+679.9%
MPC vs SCHG
+82.0%
+597.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +25.0% | -2.3% | +27.3% | +26.1% |
| 3M | +55.2% | +4.5% | +50.6% | +52.1% |
| 6M | +86.4% | +13.6% | +72.8% | +76.0% |
| YTD | +148.5% | +7.6% | +140.9% | +139.9% |
| 1Y | +121.7% | +13.0% | +108.7% | +109.1% |
| 3Y | +172.9% | +87.0% | +85.9% | +106.8% |
| 5Y | +679.9% | +82.9% | +597.1% | +476.1% |
| All | +679.9% | +82.0% | +597.9% | +476.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling